+180.0%
HIMS vs PPG
+1.8%
+178.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.3% | -0.9% |
| 7D | -1.4% | -5.1% | +3.8% | +0.7% |
| 30D | -10.1% | -9.6% | -0.5% | -6.5% |
| 3M | -1.2% | -6.4% | +5.2% | +1.5% |
| 6M | +16.9% | +0.5% | +16.4% | +16.9% |
| YTD | -15.5% | +4.4% | -19.9% | -17.6% |
| 1Y | -42.6% | -0.9% | -41.7% | -43.0% |
| 3Y | +320.2% | -17.0% | +337.2% | +340.3% |
| 5Y | +215.0% | -23.7% | +238.7% | +227.8% |
| All | +180.0% | +1.8% | +178.2% | +182.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling