+45.4%
GILD vs HIMS
-41.7%
+87.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.7% | +0.5% | +4.1% |
| 7D | +9.6% | -9.1% | +18.7% | +9.7% |
| 30D | +20.6% | -10.1% | +30.8% | +20.7% |
| 3M | +29.7% | -17.1% | +46.8% | +29.8% |
| 6M | +33.1% | -2.2% | +35.3% | +32.8% |
| YTD | +44.7% | -17.9% | +62.6% | +38.2% |
| 1Y | +45.4% | -37.7% | +83.1% | +37.2% |
| All | +45.4% | -41.7% | +87.1% | +37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling