-21.5%
PFE vs HIMS
+211.8%
-233.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.1% | -9.7% | -1.8% |
| 7D | -3.7% | -6.1% | +2.4% | -3.6% |
| 30D | +5.0% | -12.0% | +16.9% | +5.1% |
| 3M | +12.2% | -12.3% | +24.5% | +12.3% |
| 6M | +14.6% | -3.3% | +17.9% | +14.3% |
| YTD | +24.1% | -19.9% | +44.1% | +24.1% |
| 1Y | +26.6% | -37.4% | +63.9% | +27.0% |
| 3Y | +14.3% | +314.0% | -299.7% | +5.3% |
| All | -21.5% | +211.8% | -233.2% | -32.3% |
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