-71.8%
PYPL vs HIMS
+160.3%
-232.1%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +0.1% | -24.1% | +24.2% | +3.8% |
| 30D | +5.7% | -28.8% | +34.5% | +10.3% |
| 3M | -1.9% | -31.4% | +29.5% | +2.5% |
| 6M | +31.8% | -18.3% | +50.1% | +32.0% |
| YTD | +2.4% | -39.2% | +41.7% | +4.9% |
| 1Y | -8.2% | -45.3% | +37.0% | -4.7% |
| 3Y | +10.2% | +181.9% | -171.7% | -44.7% |
| All | -71.8% | +160.3% | -232.1% | -87.1% |
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 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