+134.1%
HIMS vs PR
+440.9%
-306.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.1% | -10.7% | -11.7% |
| 7D | -9.1% | -12.4% | +3.3% | -8.4% |
| 30D | -25.8% | -6.6% | -19.3% | -25.5% |
| 3M | -27.4% | +7.5% | -34.9% | -27.8% |
| 6M | -18.9% | +10.8% | -29.6% | -19.7% |
| YTD | -29.4% | +57.0% | -86.4% | -31.8% |
| 1Y | -44.1% | +67.9% | -112.0% | -46.3% |
| 3Y | +246.0% | +87.6% | +158.4% | +230.2% |
| 5Y | +177.1% | +220.4% | -43.3% | +156.2% |
| All | +134.1% | +440.9% | -306.8% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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