+142.5%
GLD vs HIMS
+237.9%
-95.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -0.5% | -3.9% | +3.4% | -0.4% |
| 30D | +4.4% | -12.4% | +16.8% | +4.6% |
| 3M | -1.1% | -1.1% | 0.0% | -1.2% |
| 6M | -13.8% | +68.4% | -82.2% | -14.5% |
| YTD | +2.6% | -14.7% | +17.3% | +2.5% |
| 1Y | +24.5% | -42.4% | +66.9% | +24.7% |
| 3Y | +125.8% | +304.5% | -178.7% | +116.5% |
| All | +142.5% | +237.9% | -95.4% | +133.5% |
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