+134.1%
HIMS vs PTC
+193.6%
-59.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.4% | -12.2% | -12.0% |
| 7D | -9.1% | +0.8% | -9.9% | -9.5% |
| 30D | -25.8% | +0.7% | -26.5% | -26.0% |
| 3M | -27.4% | +32.6% | -60.0% | -38.8% |
| 6M | -18.9% | +33.6% | -52.4% | -33.2% |
| YTD | -29.4% | +12.4% | -41.8% | -36.4% |
| 1Y | -44.1% | +11.2% | -55.3% | -49.3% |
| 3Y | +246.0% | +31.7% | +214.3% | +187.8% |
| 5Y | +177.1% | +60.1% | +117.0% | +109.0% |
| All | +134.1% | +193.6% | -59.5% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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