+27.9%
PFE vs HIMS
-46.0%
+73.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -11.8% | +11.2% | -0.5% |
| 7D | -3.3% | -9.1% | +5.8% | -3.2% |
| 30D | +4.9% | -25.8% | +30.7% | +5.0% |
| 3M | +10.8% | -27.4% | +38.2% | +10.9% |
| 6M | +17.5% | -18.9% | +36.4% | +17.5% |
| YTD | +25.3% | -29.4% | +54.6% | +27.6% |
| All | +27.9% | -46.0% | +73.9% | +31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling