+166.6%
HIMS vs PR
+269.8%
-103.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.0% | -7.2% | -5.6% |
| 7D | -18.0% | +6.7% | -24.7% | -19.1% |
| 30D | -33.6% | -6.1% | -27.4% | -32.8% |
| 3M | -34.2% | +6.9% | -41.0% | -35.4% |
| 6M | -21.2% | +14.6% | -35.8% | -24.7% |
| YTD | -39.2% | +66.1% | -105.4% | -47.9% |
| 1Y | -49.4% | +77.0% | -126.5% | -57.5% |
| 3Y | +189.7% | +93.8% | +95.9% | +136.7% |
| 5Y | +166.6% | +268.2% | -101.6% | +77.1% |
| All | +166.6% | +269.8% | -103.2% | +77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling