+222.2%
HIMS vs PTC
+6.0%
+216.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.0% | +5.6% | +3.8% |
| 7D | -3.9% | -10.3% | +6.3% | +3.4% |
| 30D | -12.4% | +1.1% | -13.6% | -13.7% |
| 3M | -1.1% | +1.6% | -2.7% | -4.9% |
| 6M | +68.4% | -13.5% | +81.9% | +82.7% |
| YTD | -14.7% | -19.1% | +4.4% | -3.5% |
| 1Y | -42.4% | -33.9% | -8.5% | -23.1% |
| 3Y | +304.5% | -3.9% | +308.4% | +289.3% |
| All | +222.2% | +6.0% | +216.2% | +174.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling