+166.6%
HIMS vs PPL
+45.5%
+121.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.7% | -5.1% |
| 7D | -18.0% | -2.2% | -15.8% | -17.7% |
| 30D | -33.6% | +1.7% | -35.3% | -33.9% |
| 3M | -34.2% | +0.1% | -34.3% | -34.3% |
| 6M | -21.2% | -1.5% | -19.6% | -21.3% |
| YTD | -39.2% | +3.0% | -42.2% | -40.6% |
| 1Y | -49.4% | -1.4% | -48.0% | -49.8% |
| 3Y | +189.7% | +53.5% | +136.3% | +127.9% |
| 5Y | +166.6% | +46.4% | +120.2% | +116.4% |
| All | +166.6% | +45.5% | +121.1% | +116.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling