-18.8%
PYPL vs HIMS
-37.8%
+19.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -3.0% |
| 7D | +2.7% | -3.9% | +6.6% | +3.0% |
| 30D | -4.9% | -12.4% | +7.6% | -4.0% |
| 3M | +28.9% | -1.1% | +29.9% | +28.2% |
| 6M | +18.2% | +68.4% | -50.2% | +12.9% |
| YTD | -5.0% | -14.7% | +9.6% | -1.4% |
| 1Y | -18.8% | -42.4% | +23.6% | -12.7% |
| All | -18.8% | -37.8% | +19.0% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling