+184.7%
HIMS vs PTC
+93.2%
+91.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | +0.8% |
| 7D | -2.7% | -13.6% | +10.9% | +4.8% |
| 30D | -12.2% | -14.7% | +2.5% | -4.6% |
| 3M | -3.7% | -5.9% | +2.2% | -2.9% |
| 6M | +25.9% | -21.1% | +47.0% | +40.1% |
| YTD | -14.1% | -26.0% | +11.9% | -1.5% |
| 1Y | -41.6% | -36.8% | -4.8% | -26.6% |
| 3Y | +327.3% | -10.3% | +337.5% | +343.9% |
| 5Y | +207.9% | +1.2% | +206.8% | +198.9% |
| All | +184.7% | +93.2% | +91.5% | +163.0% |
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