+134.1%
HIMS vs PRU
+93.2%
+40.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.4% | -14.1% | -12.4% |
| 7D | -9.1% | +3.2% | -12.3% | -10.0% |
| 30D | -25.8% | +7.9% | -33.7% | -27.4% |
| 3M | -27.4% | +1.8% | -29.2% | -28.0% |
| 6M | -18.9% | +24.1% | -43.0% | -24.4% |
| YTD | -29.4% | +12.4% | -41.7% | -32.2% |
| 1Y | -44.1% | +20.9% | -65.0% | -47.5% |
| 3Y | +246.0% | +55.5% | +190.5% | +211.3% |
| 5Y | +177.1% | +42.7% | +134.4% | +152.2% |
| All | +134.1% | +93.2% | +40.9% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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