+632.4%
GEV vs HIMS
+71.9%
+560.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.4% | +3.6% |
| 7D | +1.6% | -0.7% | +2.3% | +1.7% |
| 30D | -7.9% | -8.2% | +0.3% | -7.2% |
| 3M | +5.6% | -4.7% | +10.3% | +5.3% |
| 6M | +13.1% | +6.3% | +6.8% | +9.7% |
| YTD | +46.7% | -15.3% | +62.0% | +44.9% |
| 1Y | +51.3% | -46.9% | +98.1% | +57.7% |
| All | +632.4% | +71.9% | +560.5% | +684.6% |
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 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