+327.3%
HIMS vs PSKY
-21.8%
+349.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | -0.1% |
| 7D | -2.7% | -6.8% | +4.1% | -1.7% |
| 30D | -12.2% | +10.2% | -22.4% | -13.6% |
| 3M | -3.7% | +0.3% | -4.0% | -4.0% |
| 6M | +25.9% | -7.8% | +33.7% | +27.0% |
| YTD | -14.1% | -23.0% | +8.9% | -11.4% |
| 1Y | -41.6% | -31.6% | -10.0% | -38.5% |
| All | +327.3% | -21.8% | +349.1% | +310.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling