+187.4%
HIMS vs PSX
+231.8%
-44.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.5% |
| 7D | -0.9% | +2.8% | -3.8% | -1.3% |
| 30D | -10.8% | +27.8% | -38.6% | -13.6% |
| 3M | +3.7% | +42.0% | -38.4% | -1.2% |
| 6M | +79.0% | +58.1% | +20.9% | +67.3% |
| YTD | -13.2% | +105.0% | -118.3% | -22.1% |
| 1Y | -43.3% | +104.9% | -148.2% | -49.2% |
| 3Y | +331.4% | +134.1% | +197.3% | +277.7% |
| 5Y | +230.2% | +363.8% | -133.6% | +174.4% |
| All | +187.4% | +231.8% | -44.3% | +134.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling