+187.4%
HIMS vs PWR
+1,602.0%
-1,414.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.7% | +0.6% |
| 7D | -0.9% | +4.5% | -5.5% | -2.9% |
| 30D | -10.8% | -4.9% | -5.9% | -9.2% |
| 3M | +3.7% | -7.9% | +11.6% | +6.5% |
| 6M | +79.0% | +18.3% | +60.6% | +64.2% |
| YTD | -13.2% | +51.5% | -64.7% | -28.9% |
| 1Y | -43.3% | +70.3% | -113.6% | -55.6% |
| 3Y | +331.4% | +210.6% | +120.8% | +171.1% |
| 5Y | +230.2% | +456.7% | -226.4% | +74.4% |
| All | +187.4% | +1,602.0% | -1,414.6% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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