+302.2%
HIMS vs PR
+73.2%
+229.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | 0.0% |
| 7D | -3.9% | +2.9% | -6.8% | -4.7% |
| 30D | -12.4% | +18.0% | -30.5% | -16.1% |
| 3M | -1.1% | +16.9% | -17.9% | -5.9% |
| 6M | +68.4% | +28.2% | +40.2% | +52.8% |
| YTD | -14.7% | +69.3% | -84.0% | -31.0% |
| 1Y | -42.4% | +69.5% | -111.9% | -53.8% |
| All | +302.2% | +73.2% | +229.0% | +208.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling