+390.5%
GS vs HIMS
+101.7%
+288.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +5.9% | -24.1% | +30.0% | +8.3% |
| 30D | +4.3% | -28.8% | +33.1% | +7.3% |
| 3M | -11.7% | -31.4% | +19.8% | -9.1% |
| 6M | -3.2% | -18.3% | +15.1% | -2.7% |
| YTD | +5.8% | -39.2% | +45.0% | +7.5% |
| 1Y | +16.0% | -45.3% | +61.3% | +18.9% |
| 3Y | +199.8% | +181.9% | +17.9% | +140.7% |
| 5Y | +155.5% | +166.6% | -11.1% | +96.2% |
| All | +390.5% | +101.7% | +288.7% | +170.5% |
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 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