+180.7%
HIMS vs GAP
+40.1%
+140.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | -0.3% |
| 7D | -0.7% | -4.1% | +3.4% | 0.0% |
| 30D | -8.2% | +6.2% | -14.4% | -9.8% |
| 3M | -4.7% | -0.7% | -4.0% | -5.3% |
| 6M | +6.3% | -7.1% | +13.4% | +6.6% |
| YTD | -15.3% | -14.1% | -1.2% | -14.1% |
| 1Y | -46.9% | -8.5% | -38.4% | -47.0% |
| 3Y | +321.3% | +115.4% | +205.9% | +251.1% |
| 5Y | +215.8% | +9.8% | +206.0% | +168.4% |
| All | +180.7% | +40.1% | +140.6% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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