+165.3%
HIMS vs PRU
+88.7%
+76.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.6% | +10.7% | +8.8% |
| 7D | -6.1% | +2.4% | -8.5% | -6.7% |
| 30D | -12.0% | +6.1% | -18.1% | -13.4% |
| 3M | -12.3% | -0.7% | -11.6% | -12.4% |
| 6M | -3.3% | +22.1% | -25.3% | -9.3% |
| YTD | -19.9% | +9.8% | -29.7% | -22.6% |
| 1Y | -37.4% | +19.4% | -56.7% | -40.9% |
| 3Y | +314.0% | +50.4% | +263.6% | +275.8% |
| 5Y | +212.1% | +37.2% | +175.0% | +186.5% |
| All | +165.3% | +88.7% | +76.6% | +135.6% |
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