+356.1%
GLW vs HIMS
+227.2%
+128.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -11.8% | +21.0% | +10.5% |
| 7D | -5.9% | -9.1% | +3.2% | -5.1% |
| 30D | -26.0% | -25.8% | -0.2% | -23.9% |
| 3M | -29.9% | -27.4% | -2.5% | -28.0% |
| 6M | -37.8% | -18.9% | -18.9% | -37.1% |
| YTD | +33.1% | -29.4% | +62.5% | +34.0% |
| 1Y | +36.8% | -44.1% | +80.9% | +40.3% |
| 3Y | +356.1% | +246.0% | +110.1% | +285.8% |
| All | +356.1% | +227.2% | +128.8% | +285.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling