-49.6%
PYPL vs HIMS
+180.6%
-230.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.4% |
| 7D | -5.9% | -1.4% | -4.6% | -5.8% |
| 30D | -9.4% | -10.1% | +0.6% | -8.3% |
| 3M | +31.3% | -1.2% | +32.5% | +29.7% |
| 6M | +19.1% | +16.9% | +2.2% | +13.2% |
| YTD | -7.9% | -15.5% | +7.6% | -9.4% |
| 1Y | -17.9% | -42.6% | +24.7% | -15.2% |
| 3Y | -11.6% | +320.2% | -331.8% | -50.7% |
| 5Y | -81.0% | +215.0% | -296.1% | -89.9% |
| All | -49.6% | +180.6% | -230.2% | -80.3% |
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