+182.8%
HIMS vs PSKY
-70.8%
+253.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.1% |
| 7D | -3.9% | -0.2% | -3.7% | -3.9% |
| 30D | -12.4% | +24.0% | -36.4% | -15.5% |
| 3M | -1.1% | +2.2% | -3.2% | -1.6% |
| 6M | +68.4% | -9.0% | +77.4% | +69.7% |
| YTD | -14.7% | -18.1% | +3.5% | -13.1% |
| 1Y | -42.4% | -25.1% | -17.3% | -40.7% |
| 3Y | +304.5% | -16.3% | +320.9% | +293.2% |
| 5Y | +237.5% | -70.4% | +307.9% | +263.8% |
| All | +182.8% | -70.8% | +253.5% | +191.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling