+180.0%
HIMS vs PSLV
+216.0%
-36.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.3% | +3.7% | -0.1% |
| 7D | -1.4% | -4.9% | +3.5% | 0.0% |
| 30D | -10.1% | -1.9% | -8.2% | -9.3% |
| 3M | -1.2% | +4.2% | -5.4% | -2.2% |
| 6M | +16.9% | -27.6% | +44.5% | +26.1% |
| YTD | -15.5% | -11.7% | -3.8% | -16.8% |
| 1Y | -42.6% | +49.3% | -91.9% | -53.0% |
| 3Y | +320.2% | +167.1% | +153.1% | +181.1% |
| 5Y | +215.0% | +151.7% | +63.4% | +110.0% |
| All | +180.0% | +216.0% | -36.0% | +85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling