+3.9%
PEP vs HIMS
+221.2%
-217.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.6% |
| 7D | +0.1% | -0.9% | +1.0% | +0.1% |
| 30D | +0.7% | -10.8% | +11.5% | +0.6% |
| 3M | -0.5% | +3.7% | -4.2% | -0.5% |
| 6M | -11.3% | +79.0% | -90.3% | -11.2% |
| YTD | -0.6% | -13.2% | +12.6% | -0.6% |
| 1Y | +1.7% | -43.3% | +44.9% | +1.6% |
| 3Y | -12.5% | +331.4% | -343.9% | -18.9% |
| 5Y | +3.9% | +230.2% | -226.4% | -7.1% |
| All | +3.9% | +221.2% | -217.3% | -7.1% |
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