+166.6%
HIMS vs GAP
+3.6%
+163.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.3% | -3.9% | -4.8% |
| 7D | -18.0% | -5.2% | -12.8% | -17.0% |
| 30D | -33.6% | -6.9% | -26.7% | -32.3% |
| 3M | -34.2% | +5.7% | -39.9% | -36.0% |
| 6M | -21.2% | +0.9% | -22.1% | -23.0% |
| YTD | -39.2% | -14.5% | -24.8% | -38.1% |
| 1Y | -49.4% | -12.1% | -37.3% | -49.1% |
| 3Y | +189.7% | +72.2% | +117.6% | +118.0% |
| 5Y | +166.6% | +4.5% | +162.1% | +82.7% |
| All | +166.6% | +3.6% | +163.0% | +82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling