+226.4%
GDX vs HIMS
+206.9%
+19.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.8% | -10.3% | -2.1% |
| 7D | +0.7% | -21.9% | +22.7% | +2.2% |
| 30D | -3.8% | -32.1% | +28.3% | -1.4% |
| 3M | -5.4% | -31.8% | +26.3% | -3.3% |
| 6M | -12.7% | -28.6% | +15.9% | -11.4% |
| YTD | -0.7% | -35.9% | +35.3% | +0.7% |
| 1Y | +11.9% | -47.6% | +59.5% | +14.4% |
| All | +226.4% | +206.9% | +19.5% | +159.7% |
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 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