+180.7%
HIMS vs PTEN
+71.3%
+109.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.3% |
| 7D | -0.7% | +3.5% | -4.2% | -1.1% |
| 30D | -8.2% | +17.5% | -25.7% | -10.0% |
| 3M | -4.7% | +12.7% | -17.4% | -6.7% |
| 6M | +6.3% | +33.1% | -26.8% | +0.9% |
| YTD | -15.3% | +116.4% | -131.7% | -24.5% |
| 1Y | -46.9% | +141.2% | -188.0% | -53.4% |
| 3Y | +321.3% | -3.8% | +325.1% | +297.1% |
| 5Y | +215.8% | +92.7% | +123.1% | +186.2% |
| All | +180.7% | +71.3% | +109.4% | +147.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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