+112.3%
HIMS vs PWR
+1,519.5%
-1,407.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.3% | +4.5% | +6.9% |
| 7D | -21.9% | +4.7% | -26.7% | -23.8% |
| 30D | -32.1% | -12.5% | -19.6% | -29.0% |
| 3M | -31.8% | -9.3% | -22.5% | -30.2% |
| 6M | -28.6% | -22.2% | -6.4% | -22.1% |
| YTD | -35.9% | +44.2% | -80.1% | -47.2% |
| 1Y | -47.6% | +35.5% | -83.2% | -55.6% |
| 3Y | +205.6% | +250.4% | -44.9% | +83.9% |
| 5Y | +170.3% | +425.6% | -255.4% | +43.6% |
| All | +112.3% | +1,519.5% | -1,407.1% | +3.6% |
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