+1,706.1%
PLTR vs HIMS
+72.3%
+1,633.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.7% | +0.7% |
| 7D | +10.7% | -18.0% | +28.7% | +14.7% |
| 30D | -17.8% | -33.6% | +15.8% | -10.8% |
| 3M | +0.3% | -34.2% | +34.5% | +8.1% |
| 6M | +26.2% | -21.2% | +47.3% | +29.0% |
| YTD | -3.5% | -39.2% | +35.8% | +0.5% |
| 1Y | -6.8% | -49.4% | +42.6% | +1.1% |
| 3Y | +772.3% | +189.7% | +582.6% | +337.7% |
| 5Y | +651.6% | +166.6% | +484.9% | +237.1% |
| All | +1,706.1% | +72.3% | +1,633.8% | +660.1% |
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