+181.9%
HIMS vs PPL
+55.5%
+126.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | +0.2% |
| 7D | -24.1% | -0.4% | -23.8% | -24.2% |
| 30D | -28.8% | +2.6% | -31.5% | -28.5% |
| 3M | -31.4% | +0.8% | -32.2% | -31.2% |
| 6M | -18.3% | +1.4% | -19.7% | -17.9% |
| YTD | -39.2% | +4.3% | -43.5% | -39.4% |
| 1Y | -45.3% | +0.8% | -46.0% | -45.2% |
| 3Y | +181.9% | +57.9% | +124.0% | +141.6% |
| All | +181.9% | +55.5% | +126.3% | +141.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 3y: compounded portfolio wealth divided by compounded PPL 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…
3y analysis · Full analysis span regression · 6 months rolling