+101.3%
HIMS vs PTC
+194.1%
-92.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.1% | -5.2% | -5.2% |
| 7D | -18.0% | +0.8% | -18.8% | -18.4% |
| 30D | -33.6% | +1.2% | -34.8% | -34.0% |
| 3M | -34.2% | +32.6% | -66.8% | -44.5% |
| 6M | -21.2% | +36.1% | -57.3% | -35.8% |
| YTD | -39.2% | +12.7% | -51.9% | -45.3% |
| 1Y | -49.4% | +10.2% | -59.6% | -53.9% |
| 3Y | +189.7% | +29.4% | +160.3% | +143.0% |
| 5Y | +166.6% | +61.1% | +105.5% | +100.6% |
| All | +101.3% | +194.1% | -92.8% | +46.0% |
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