+180.7%
HIMS vs PSKY
-71.5%
+252.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.9% | -0.1% |
| 7D | -0.7% | -2.4% | +1.7% | -0.4% |
| 30D | -8.2% | +11.6% | -19.8% | -9.9% |
| 3M | -4.7% | +1.5% | -6.2% | -5.1% |
| 6M | +6.3% | +7.7% | -1.4% | +4.9% |
| YTD | -15.3% | -20.1% | +4.8% | -13.4% |
| 1Y | -46.9% | -38.3% | -8.6% | -43.4% |
| 3Y | +321.3% | -17.7% | +339.0% | +310.7% |
| 5Y | +215.8% | -69.9% | +285.7% | +241.0% |
| All | +180.7% | -71.5% | +252.2% | +190.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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