+141.5%
HIMS vs PSX
+306.7%
-165.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -24.1% | +7.8% | -31.9% | -25.1% |
| 30D | -28.8% | -10.9% | -17.9% | -27.6% |
| 3M | -31.4% | +14.5% | -45.9% | -33.7% |
| 6M | -18.3% | +56.1% | -74.4% | -26.8% |
| YTD | -39.2% | +109.6% | -148.8% | -50.2% |
| 1Y | -45.3% | +95.5% | -140.8% | -54.4% |
| 3Y | +181.9% | +156.2% | +25.7% | +116.4% |
| All | +141.5% | +306.7% | -165.2% | +65.2% |
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 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