+259.7%
GDX vs HIMS
+317.3%
-57.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.5% | -1.0% |
| 7D | +4.0% | -0.9% | +4.9% | +4.0% |
| 30D | +9.5% | -10.8% | +20.3% | +10.2% |
| 3M | +25.1% | +3.7% | +21.4% | +24.5% |
| 6M | -2.9% | +79.0% | -81.9% | -6.4% |
| YTD | +14.7% | -13.2% | +28.0% | +14.3% |
| 1Y | +47.4% | -43.3% | +90.7% | +49.4% |
| 3Y | +259.7% | +331.4% | -71.7% | +205.2% |
| All | +259.7% | +317.3% | -57.6% | +205.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling