+232.5%
GDX vs HIMS
+101.7%
+130.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -6.8% | -24.1% | +17.3% | -5.0% |
| 30D | -2.1% | -28.8% | +26.7% | +0.2% |
| 3M | -7.5% | -31.4% | +23.9% | -5.1% |
| 6M | -15.2% | -18.3% | +3.1% | -14.5% |
| YTD | -4.8% | -39.2% | +34.4% | -3.1% |
| 1Y | +6.7% | -45.3% | +52.0% | +9.3% |
| 3Y | +212.7% | +181.9% | +30.9% | +155.0% |
| 5Y | +151.7% | +166.6% | -15.0% | +97.4% |
| All | +232.5% | +101.7% | +130.8% | +130.3% |
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