+227.7%
GDX vs HIMS
+221.2%
+6.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.4% |
| 3M | +25.1% | +3.7% | +21.4% | +24.2% |
| 6M | -2.9% | +79.0% | -81.9% | -8.0% |
| YTD | +14.7% | -13.2% | +28.0% | +14.1% |
| 1Y | +47.4% | -43.3% | +90.7% | +50.4% |
| 3Y | +259.7% | +331.4% | -71.7% | +172.8% |
| 5Y | +227.7% | +230.2% | -2.6% | +138.1% |
| All | +227.7% | +221.2% | +6.4% | +138.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling