+455.8%
GS vs HIMS
+183.3%
+272.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +0.9% | -3.9% | +4.9% | +1.3% |
| 30D | -1.6% | -12.4% | +10.9% | -0.6% |
| 3M | -4.5% | -1.1% | -3.4% | -5.1% |
| 6M | +20.9% | +68.4% | -47.6% | +12.5% |
| YTD | +19.9% | -14.7% | +34.5% | +18.6% |
| 1Y | +41.4% | -42.4% | +83.8% | +44.1% |
| 3Y | +239.2% | +304.5% | -65.4% | +164.2% |
| 5Y | +185.0% | +237.5% | -52.5% | +114.1% |
| All | +455.8% | +183.3% | +272.4% | +198.4% |
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