+569.2%
GLW vs HIMS
+185.3%
+383.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.6% |
| 7D | +16.9% | -2.7% | +19.6% | +17.2% |
| 30D | +7.0% | -12.2% | +19.2% | +8.1% |
| 3M | -3.0% | -3.7% | +0.8% | -3.2% |
| 6M | +31.0% | +25.9% | +5.1% | +26.8% |
| YTD | +93.4% | -14.1% | +107.5% | +91.5% |
| 1Y | +134.7% | -41.6% | +176.4% | +139.0% |
| 3Y | +471.8% | +327.3% | +144.5% | +357.8% |
| 5Y | +394.5% | +207.9% | +186.5% | +286.5% |
| All | +569.2% | +185.3% | +383.9% | +299.6% |
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