+180.7%
HIMS vs PSX
+232.2%
-51.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -0.7% | +1.7% | -2.4% | -0.9% |
| 30D | -8.2% | +15.6% | -23.8% | -9.9% |
| 3M | -4.7% | +46.5% | -51.2% | -9.6% |
| 6M | +6.3% | +55.0% | -48.7% | -0.3% |
| YTD | -15.3% | +105.3% | -120.6% | -24.0% |
| 1Y | -46.9% | +101.6% | -148.4% | -52.3% |
| 3Y | +321.3% | +134.1% | +187.1% | +268.8% |
| 5Y | +215.8% | +368.7% | -152.8% | +162.3% |
| All | +180.7% | +232.2% | -51.5% | +129.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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