+1,645.9%
PLTR vs HIMS
+139.7%
+1,506.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.5% | -1.8% |
| 7D | -9.1% | -1.4% | -7.8% | -8.9% |
| 30D | -5.2% | -10.1% | +4.9% | -3.5% |
| 3M | +27.4% | -1.2% | +28.6% | +25.8% |
| 6M | +9.7% | +16.9% | -7.2% | +2.5% |
| YTD | -6.7% | -15.5% | +8.8% | -8.6% |
| 1Y | -0.5% | -42.6% | +42.0% | +5.2% |
| 3Y | +996.2% | +320.2% | +676.0% | +410.4% |
| 5Y | +531.1% | +215.0% | +316.1% | +173.2% |
| All | +1,645.9% | +139.7% | +1,506.2% | +591.3% |
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