+101.3%
HIMS vs PWR
+1,503.7%
-1,402.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | -24.1% | +11.3% | -35.4% | -27.9% |
| 30D | -28.8% | -8.9% | -20.0% | -27.0% |
| 3M | -31.4% | -10.5% | -20.9% | -29.4% |
| 6M | -18.3% | -22.2% | +3.9% | -11.0% |
| YTD | -39.2% | +42.7% | -82.0% | -49.7% |
| 1Y | -45.3% | +41.1% | -86.4% | -54.4% |
| 3Y | +181.9% | +242.7% | -60.9% | +71.0% |
| 5Y | +166.6% | +418.5% | -251.9% | +42.3% |
| All | +101.3% | +1,503.7% | -1,402.3% | -1.4% |
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