+388.9%
GS vs HIMS
+101.7%
+287.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.2% | +3.8% | -0.9% |
| 7D | +5.1% | -18.0% | +23.1% | +6.8% |
| 30D | +2.4% | -33.6% | +36.0% | +6.1% |
| 3M | -11.5% | -34.2% | +22.7% | -8.6% |
| 6M | -2.5% | -21.2% | +18.7% | -1.7% |
| YTD | +5.5% | -39.2% | +44.7% | +7.2% |
| 1Y | +11.0% | -49.4% | +60.5% | +14.7% |
| 3Y | +200.1% | +189.7% | +10.3% | +140.3% |
| 5Y | +154.7% | +166.6% | -11.9% | +95.6% |
| All | +388.9% | +101.7% | +287.1% | +169.6% |
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 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