+101.3%
HIMS vs GAP
+38.3%
+63.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -24.1% | -1.9% | -22.2% | -23.9% |
| 30D | -28.8% | -7.1% | -21.8% | -27.9% |
| 3M | -31.4% | +4.1% | -35.5% | -32.4% |
| 6M | -18.3% | +1.9% | -20.2% | -19.6% |
| YTD | -39.2% | -15.2% | -24.0% | -38.3% |
| 1Y | -45.3% | -10.6% | -34.6% | -45.1% |
| 3Y | +181.9% | +74.6% | +107.3% | +143.6% |
| 5Y | +166.6% | +3.7% | +163.0% | +127.5% |
| All | +101.3% | +38.3% | +63.0% | +69.4% |
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