+185.2%
GLD vs HIMS
+188.0%
-2.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.8% |
| 7D | +0.7% | -0.9% | +1.7% | +0.8% |
| 30D | +0.3% | -10.8% | +11.1% | +0.5% |
| 3M | +0.6% | +3.7% | -3.1% | +0.5% |
| 6M | -15.6% | +79.0% | -94.6% | -16.4% |
| YTD | +0.9% | -13.2% | +14.1% | +0.7% |
| 1Y | +19.4% | -43.3% | +62.6% | +19.6% |
| 3Y | +124.5% | +331.4% | -206.9% | +114.6% |
| 5Y | +138.9% | +230.2% | -91.3% | +128.1% |
| All | +185.2% | +188.0% | -2.8% | +156.3% |
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