+0.7%
PFE vs HIMS
+308.1%
-307.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.2% |
| 7D | +1.8% | -3.9% | +5.7% | +1.8% |
| 30D | +10.2% | -12.4% | +22.7% | +10.3% |
| 3M | +12.7% | -1.1% | +13.8% | +12.5% |
| 6M | +10.5% | +68.4% | -57.9% | +9.6% |
| YTD | +20.2% | -14.7% | +34.8% | +20.2% |
| 1Y | +24.1% | -42.4% | +66.5% | +24.5% |
| All | +0.7% | +308.1% | -307.4% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling