+220.3%
HIMS vs PSX
+361.6%
-141.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -2.7% | +1.8% | -4.6% | -3.1% |
| 30D | -12.2% | +21.6% | -33.8% | -16.0% |
| 3M | -3.7% | +46.5% | -50.2% | -12.4% |
| 6M | +25.9% | +62.0% | -36.1% | +10.8% |
| YTD | -14.1% | +106.3% | -120.4% | -29.9% |
| 1Y | -41.6% | +103.0% | -144.6% | -52.4% |
| 3Y | +327.3% | +135.5% | +191.7% | +228.7% |
| All | +220.3% | +361.6% | -141.3% | +89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling