+291.1%
GDX vs HIMS
+180.6%
+110.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.8% | -3.3% |
| 7D | -5.4% | -1.4% | -4.0% | -5.3% |
| 30D | +6.6% | -10.1% | +16.6% | +7.4% |
| 3M | +30.1% | -1.2% | +31.3% | +29.7% |
| 6M | -7.1% | +16.9% | -24.0% | -8.9% |
| YTD | +12.0% | -15.5% | +27.5% | +11.5% |
| 1Y | +41.2% | -42.6% | +83.8% | +43.8% |
| 3Y | +251.0% | +320.2% | -69.2% | +177.7% |
| 5Y | +226.7% | +215.0% | +11.7% | +152.9% |
| All | +291.1% | +180.6% | +110.5% | +164.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling