+185.8%
GS vs HIMS
+293.3%
-107.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.1% | -8.4% | -1.1% |
| 7D | -3.2% | -6.1% | +2.9% | -2.7% |
| 30D | -2.4% | -12.0% | +9.6% | -1.4% |
| 3M | -15.7% | -12.3% | -3.4% | -15.1% |
| 6M | -6.8% | -3.3% | -3.5% | -7.6% |
| YTD | -0.1% | -19.9% | +19.9% | -0.6% |
| 1Y | +12.1% | -37.4% | +49.5% | +13.8% |
| 3Y | +185.8% | +314.0% | -128.2% | +133.8% |
| All | +185.8% | +293.3% | -107.6% | +133.8% |
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