+210.1%
HIMS vs PSLV
+154.2%
+55.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -0.7% | -3.5% | +2.7% | +0.3% |
| 30D | -8.2% | -2.1% | -6.1% | -7.3% |
| 3M | -4.7% | -1.6% | -3.1% | -4.2% |
| 6M | +6.3% | -25.5% | +31.8% | +14.1% |
| YTD | -15.3% | -11.4% | -3.9% | -17.5% |
| 1Y | -46.9% | +48.6% | -95.4% | -58.5% |
| 3Y | +321.3% | +166.9% | +154.4% | +153.2% |
| All | +210.1% | +154.2% | +55.9% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 5y: compounded portfolio wealth divided by compounded PSLV 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…
5y analysis · Full analysis span regression · 6 months rolling