+37.4%
GILD vs HIMS
-37.8%
+75.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | +3.7% | -3.9% | +7.6% | +3.7% |
| 30D | +14.6% | -12.4% | +27.1% | +14.6% |
| 3M | +17.7% | -1.1% | +18.7% | +17.5% |
| 6M | +3.1% | +68.4% | -65.3% | +2.3% |
| YTD | +24.5% | -14.7% | +39.2% | +21.0% |
| 1Y | +37.4% | -42.4% | +79.8% | +29.1% |
| All | +37.4% | -37.8% | +75.2% | +29.1% |
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 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