+305.1%
GDX vs HIMS
+185.3%
+119.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.0% | +1.1% |
| 7D | +1.9% | -2.7% | +4.6% | +2.1% |
| 30D | +9.9% | -12.2% | +22.1% | +10.9% |
| 3M | +28.2% | -3.7% | +31.9% | +28.0% |
| 6M | -2.9% | +25.9% | -28.8% | -5.3% |
| YTD | +16.0% | -14.1% | +30.0% | +15.3% |
| 1Y | +49.9% | -41.6% | +91.5% | +52.5% |
| 3Y | +263.6% | +327.3% | -63.7% | +187.2% |
| 5Y | +233.6% | +207.9% | +25.6% | +158.4% |
| All | +305.1% | +185.3% | +119.9% | +174.1% |
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 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