+4.4%
PEP vs HIMS
+160.3%
-155.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +2.9% | -24.1% | +27.0% | +2.7% |
| 30D | +12.5% | -28.8% | +41.3% | +12.3% |
| 3M | +4.5% | -31.4% | +36.0% | +4.3% |
| 6M | -0.5% | -18.3% | +17.8% | -0.6% |
| YTD | +4.4% | -39.2% | +43.7% | +4.2% |
| 1Y | +4.4% | -45.3% | +49.6% | +4.1% |
| 3Y | -3.4% | +181.9% | -185.3% | -10.4% |
| All | +4.4% | +160.3% | -155.9% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling