+620.7%
GEV vs HIMS
+73.2%
+547.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +3.3% | -3.9% | +7.2% | +3.8% |
| 30D | -7.5% | -12.4% | +5.0% | -6.2% |
| 3M | -2.2% | -1.1% | -1.1% | -3.0% |
| 6M | +12.1% | +68.4% | -56.4% | +1.3% |
| YTD | +44.4% | -14.7% | +59.1% | +42.5% |
| 1Y | +57.7% | -42.4% | +100.1% | +62.3% |
| All | +620.7% | +73.2% | +547.5% | +671.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling