+314.0%
HIMS vs PTC
+32.2%
+281.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.2% | +7.8% | +8.0% |
| 7D | -6.1% | -0.2% | -5.8% | -5.9% |
| 30D | -12.0% | +0.8% | -12.7% | -12.2% |
| 3M | -12.3% | +32.1% | -44.4% | -24.5% |
| 6M | -3.3% | +42.6% | -45.9% | -22.9% |
| YTD | -19.9% | +12.0% | -31.9% | -23.2% |
| 1Y | -37.4% | +12.2% | -49.5% | -40.1% |
| 3Y | +314.0% | +31.2% | +282.8% | +274.5% |
| All | +314.0% | +32.2% | +281.9% | +274.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling