+19.4%
PFE vs HIMS
+134.6%
-115.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -11.8% | +11.2% | -0.4% |
| 7D | -3.3% | -9.1% | +5.8% | -3.2% |
| 30D | +4.9% | -25.8% | +30.7% | +5.2% |
| 3M | +10.8% | -27.4% | +38.2% | +11.1% |
| 6M | +17.5% | -18.9% | +36.4% | +17.5% |
| YTD | +25.3% | -29.4% | +54.6% | +25.4% |
| 1Y | +27.7% | -44.1% | +71.8% | +28.2% |
| 3Y | +19.6% | +246.0% | -226.4% | +14.2% |
| 5Y | -19.0% | +177.1% | -196.1% | -23.2% |
| All | +19.4% | +134.6% | -115.1% | -1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling