+121.6%
GLD vs HIMS
+166.7%
-45.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -11.8% | +13.7% | +2.1% |
| 7D | +4.9% | -9.1% | +14.1% | +5.1% |
| 30D | -1.3% | -25.8% | +24.5% | -0.8% |
| 3M | -4.8% | -27.4% | +22.6% | -4.3% |
| 6M | -12.5% | -18.9% | +6.3% | -12.3% |
| YTD | -4.2% | -29.4% | +25.1% | -4.1% |
| 1Y | +3.0% | -44.1% | +47.1% | +3.4% |
| 3Y | +109.1% | +246.0% | -136.9% | +101.6% |
| 5Y | +121.6% | +177.1% | -55.5% | +113.4% |
| All | +121.6% | +166.7% | -45.2% | +113.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling