+1,714.7%
PLTR vs HIMS
+81.7%
+1,633.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.8% | -6.7% | +0.2% |
| 7D | +0.4% | -21.9% | +22.4% | +5.3% |
| 30D | -17.5% | -32.1% | +14.6% | -11.0% |
| 3M | -1.5% | -31.8% | +30.3% | +5.4% |
| 6M | +25.9% | -28.6% | +54.5% | +31.3% |
| YTD | -3.0% | -35.9% | +32.9% | -0.1% |
| 1Y | -9.7% | -47.6% | +37.9% | -2.8% |
| 3Y | +776.5% | +205.6% | +570.9% | +334.8% |
| 5Y | +649.9% | +170.3% | +479.6% | +234.8% |
| All | +1,714.7% | +81.7% | +1,633.0% | +655.0% |
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