+548.8%
PLTR vs HIMS
+232.5%
+316.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | 0.0% | -2.7% | +2.8% | +0.6% |
| 30D | -3.3% | -12.2% | +8.9% | -0.9% |
| 3M | +28.4% | -3.7% | +32.1% | +27.4% |
| 6M | +8.4% | +25.9% | -17.5% | -1.2% |
| YTD | -4.6% | -14.1% | +9.5% | -7.0% |
| 1Y | +4.4% | -41.6% | +46.0% | +10.5% |
| 3Y | +1,020.5% | +327.3% | +693.2% | +316.2% |
| 5Y | +548.8% | +207.9% | +340.8% | +122.7% |
| All | +548.8% | +232.5% | +316.3% | +122.7% |
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