+180.7%
HIMS vs PPG
+2.2%
+178.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | +0.1% |
| 7D | -0.7% | -6.2% | +5.5% | +1.8% |
| 30D | -8.2% | -7.9% | -0.3% | -5.2% |
| 3M | -4.7% | -10.2% | +5.5% | -0.5% |
| 6M | +6.3% | +2.7% | +3.6% | +5.6% |
| YTD | -15.3% | +4.9% | -20.2% | -17.5% |
| 1Y | -46.9% | -3.2% | -43.7% | -46.8% |
| 3Y | +321.3% | -17.0% | +338.3% | +341.4% |
| 5Y | +215.8% | -23.3% | +239.2% | +228.1% |
| All | +180.7% | +2.2% | +178.5% | +182.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling