+95.2%
HIMS vs PTC
+194.6%
-99.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.3% | -17.0% | -16.8% |
| 7D | -25.6% | +1.3% | -26.8% | -26.0% |
| 30D | -38.1% | +1.1% | -39.2% | -38.5% |
| 3M | -39.8% | +30.1% | -69.9% | -48.7% |
| 6M | -32.3% | +34.0% | -66.4% | -44.4% |
| YTD | -41.1% | +12.8% | -53.9% | -47.0% |
| 1Y | -53.4% | +10.7% | -64.1% | -57.7% |
| 3Y | +180.9% | +29.6% | +151.3% | +135.5% |
| 5Y | +138.5% | +63.5% | +75.0% | +78.6% |
| All | +95.2% | +194.6% | -99.4% | +41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling