+1,735.1%
PLTR vs HIMS
+142.0%
+1,593.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.4% |
| 7D | -6.4% | -3.9% | -2.5% | -5.7% |
| 30D | +10.0% | -12.4% | +22.5% | +12.7% |
| 3M | +23.0% | -1.1% | +24.1% | +21.3% |
| 6M | +13.8% | +68.4% | -54.6% | -3.8% |
| YTD | -1.9% | -14.7% | +12.7% | -4.1% |
| 1Y | +11.6% | -42.4% | +54.1% | +17.9% |
| 3Y | +1,048.4% | +304.5% | +743.9% | +441.5% |
| 5Y | +554.4% | +237.5% | +316.9% | +180.1% |
| All | +1,735.1% | +142.0% | +1,593.0% | +625.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling