+62.2%
PANW vs HIMS
-41.7%
+104.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.4% | -1.1% |
| 7D | -11.8% | -9.1% | -2.7% | -10.8% |
| 30D | -14.4% | -10.1% | -4.3% | -13.5% |
| 3M | -5.0% | -17.1% | +12.1% | -3.4% |
| 6M | +88.6% | -2.2% | +90.8% | +88.0% |
| YTD | +88.9% | -17.9% | +106.8% | +98.5% |
| 1Y | +62.2% | -37.7% | +99.9% | +81.4% |
| All | +62.2% | -41.7% | +104.0% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIMS.
Daily Out/Under-Performance
Portfolio return minus HIMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIMS 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 1y: compounded portfolio wealth divided by compounded HIMS 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…
1y analysis · Full analysis span regression · 6 months rolling