-48.1%
PYPL vs HIMS
+183.3%
-231.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -3.0% |
| 7D | +2.7% | -3.9% | +6.6% | +3.2% |
| 30D | -4.9% | -12.4% | +7.6% | -3.4% |
| 3M | +28.9% | -1.1% | +29.9% | +27.2% |
| 6M | +18.2% | +68.4% | -50.2% | +5.1% |
| YTD | -5.0% | -14.7% | +9.6% | -6.7% |
| 1Y | -18.8% | -42.4% | +23.6% | -16.2% |
| 3Y | -12.6% | +304.5% | -317.1% | -50.8% |
| 5Y | -80.8% | +237.5% | -318.3% | -89.8% |
| All | -48.1% | +183.3% | -231.4% | -79.7% |
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 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