+17.0%
PG vs HIMS
-41.7%
+58.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.7% | -0.5% | +3.3% |
| 7D | +5.7% | -9.1% | +14.8% | +5.6% |
| 30D | +15.4% | -10.1% | +25.6% | +15.3% |
| 3M | +13.8% | -17.1% | +30.9% | +13.6% |
| 6M | +18.3% | -2.2% | +20.6% | +18.1% |
| YTD | +20.1% | -17.9% | +38.0% | +16.6% |
| 1Y | +17.0% | -37.7% | +54.7% | +11.5% |
| All | +17.0% | -41.7% | +58.7% | +11.5% |
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