+374.7%
GLW vs HIMS
+101.7%
+272.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.2% | +4.4% | -0.3% |
| 7D | +15.5% | -18.0% | +33.5% | +17.4% |
| 30D | -19.6% | -33.6% | +14.0% | -16.5% |
| 3M | -28.5% | -34.2% | +5.7% | -26.0% |
| 6M | -39.5% | -21.2% | -18.3% | -38.7% |
| YTD | +37.2% | -39.2% | +76.4% | +39.9% |
| 1Y | +35.4% | -49.4% | +84.9% | +40.3% |
| 3Y | +359.7% | +189.7% | +170.0% | +281.2% |
| 5Y | +244.0% | +166.6% | +77.4% | +174.3% |
| All | +374.7% | +101.7% | +272.9% | +192.1% |
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 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