+363.3%
GS vs HIMS
+165.8%
+197.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.7% |
| YTD | -0.1% | -19.9% | +19.9% | -0.8% |
| 1Y | +12.1% | -37.4% | +49.5% | +13.8% |
| 3Y | +185.8% | +314.0% | -128.2% | +121.6% |
| 5Y | +140.1% | +212.1% | -72.0% | +81.4% |
| All | +363.3% | +165.8% | +197.5% | +149.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling