+24.8%
PEP vs HIMS
+185.3%
-160.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.3% |
| 7D | -1.7% | -2.7% | +1.0% | -1.7% |
| 30D | +0.3% | -12.2% | +12.5% | +0.3% |
| 3M | -3.2% | -3.7% | +0.5% | -3.2% |
| 6M | -13.6% | +25.9% | -39.5% | -13.5% |
| YTD | -1.9% | -14.1% | +12.2% | -1.9% |
| 1Y | -0.6% | -41.6% | +41.0% | -0.7% |
| 3Y | -13.6% | +327.3% | -340.8% | -17.4% |
| 5Y | +3.2% | +207.9% | -204.7% | -2.9% |
| All | +24.8% | +185.3% | -160.5% | -3.2% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling