+387.1%
GS vs HIMS
+95.6%
+291.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -16.6% | +17.0% | +2.0% |
| 7D | +1.6% | -25.6% | +27.1% | +4.2% |
| 30D | +1.7% | -38.1% | +39.8% | +6.0% |
| 3M | -11.6% | -39.8% | +28.2% | -7.9% |
| 6M | -1.9% | -32.3% | +30.4% | +0.3% |
| YTD | +5.1% | -41.1% | +46.1% | +7.1% |
| 1Y | +16.4% | -53.4% | +69.8% | +21.2% |
| 3Y | +199.0% | +180.9% | +18.0% | +140.2% |
| 5Y | +157.4% | +138.5% | +18.9% | +99.2% |
| All | +387.1% | +95.6% | +291.5% | +169.5% |
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