+165.3%
HIMS vs PPL
+53.9%
+111.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.6% | +8.6% | +8.1% |
| 7D | -6.1% | +0.4% | -6.5% | -6.2% |
| 30D | -12.0% | +5.4% | -17.4% | -12.7% |
| 3M | -12.3% | +4.3% | -16.6% | -13.0% |
| 6M | -3.3% | -1.3% | -1.9% | -3.4% |
| YTD | -19.9% | +4.7% | -24.6% | -21.2% |
| 1Y | -37.4% | +1.3% | -38.6% | -37.9% |
| 3Y | +314.0% | +57.2% | +256.8% | +269.1% |
| 5Y | +212.1% | +48.2% | +163.9% | +182.3% |
| All | +165.3% | +53.9% | +111.4% | +138.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling