-81.3%
PYPL vs HIMS
+235.8%
-317.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.5% |
| 7D | +1.7% | -0.9% | +2.7% | +1.9% |
| 30D | -9.7% | -10.8% | +1.1% | -8.4% |
| 3M | +29.2% | +3.7% | +25.5% | +26.5% |
| 6M | +13.9% | +79.0% | -65.1% | -0.4% |
| YTD | -8.1% | -13.2% | +5.1% | -9.9% |
| 1Y | -21.4% | -43.3% | +21.9% | -18.3% |
| 3Y | -11.8% | +331.4% | -343.2% | -58.2% |
| All | -81.3% | +235.8% | -317.0% | -91.9% |
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