+865.0%
PANW vs HIMS
+185.3%
+679.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | +2.0% | -2.7% | +4.7% | +2.4% |
| 30D | -13.0% | -12.2% | -0.8% | -11.8% |
| 3M | +28.6% | -3.7% | +32.4% | +28.0% |
| 6M | +103.0% | +25.9% | +77.1% | +93.0% |
| YTD | +81.9% | -14.1% | +96.0% | +79.3% |
| 1Y | +69.6% | -41.6% | +111.2% | +74.1% |
| 3Y | +169.4% | +327.3% | -157.8% | +70.9% |
| 5Y | +331.0% | +207.9% | +123.0% | +161.1% |
| All | +865.0% | +185.3% | +679.7% | +379.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling