+165.3%
HIMS vs PWR
+1,340.9%
-1,175.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +6.3% | +1.8% | +5.3% |
| 7D | -6.1% | -12.9% | +6.8% | -0.9% |
| 30D | -12.0% | -22.8% | +10.9% | -2.1% |
| 3M | -12.3% | -19.0% | +6.7% | -5.3% |
| 6M | -3.3% | -31.1% | +27.8% | +11.8% |
| YTD | -19.9% | +28.3% | -48.2% | -30.2% |
| 1Y | -37.4% | +22.2% | -59.6% | -44.1% |
| 3Y | +314.0% | +222.2% | +91.8% | +160.8% |
| 5Y | +212.1% | +364.2% | -152.0% | +75.5% |
| All | +165.3% | +1,340.9% | -1,175.6% | +36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling