+382.5%
GLW vs HIMS
+221.2%
+161.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.7% | +5.9% | +7.4% |
| 7D | +14.0% | -0.9% | +15.0% | +14.1% |
| 30D | +0.4% | -10.8% | +11.2% | +1.3% |
| 3M | -11.3% | +3.7% | -15.0% | -12.3% |
| 6M | +35.1% | +79.0% | -43.9% | +25.6% |
| YTD | +90.5% | -13.2% | +103.8% | +88.3% |
| 1Y | +132.0% | -43.3% | +175.3% | +137.2% |
| 3Y | +463.3% | +331.4% | +131.9% | +331.8% |
| 5Y | +382.5% | +230.2% | +152.3% | +248.6% |
| All | +382.5% | +221.2% | +161.3% | +248.6% |
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 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