+411.8%
GE vs HIMS
+160.3%
+251.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.7% | -24.1% | +26.8% | +4.9% |
| 30D | +8.1% | -28.8% | +36.9% | +10.9% |
| 3M | -7.9% | -31.4% | +23.6% | -5.6% |
| 6M | +12.9% | -18.3% | +31.2% | +13.1% |
| YTD | +8.2% | -39.2% | +47.4% | +9.6% |
| 1Y | +9.7% | -45.3% | +54.9% | +12.2% |
| 3Y | +266.1% | +181.9% | +84.3% | +171.4% |
| All | +411.8% | +160.3% | +251.5% | +263.6% |
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