+207.7%
HIMS vs PR
+225.0%
-17.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.9% | +6.1% | +7.6% |
| 7D | -6.1% | -16.4% | +10.3% | -2.2% |
| 30D | -12.0% | -1.9% | -10.1% | -11.8% |
| 3M | -12.3% | +8.0% | -20.3% | -14.2% |
| 6M | -3.3% | +4.1% | -7.4% | -5.4% |
| YTD | -19.9% | +58.7% | -78.6% | -30.8% |
| 1Y | -37.4% | +75.8% | -113.2% | -47.5% |
| 3Y | +314.0% | +73.2% | +240.9% | +245.4% |
| All | +207.7% | +225.0% | -17.3% | +108.2% |
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