+101.3%
HIMS vs PSA
+79.3%
+22.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -24.1% | -1.4% | -22.7% | -23.8% |
| 30D | -28.8% | +15.2% | -44.0% | -31.6% |
| 3M | -31.4% | +2.2% | -33.6% | -32.0% |
| 6M | -18.3% | +11.7% | -29.9% | -21.5% |
| YTD | -39.2% | +32.0% | -71.2% | -44.8% |
| 1Y | -45.3% | +26.3% | -71.5% | -49.6% |
| 3Y | +181.9% | +52.4% | +129.5% | +140.3% |
| 5Y | +166.6% | +26.3% | +140.3% | +141.4% |
| All | +101.3% | +79.3% | +22.0% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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