+101.3%
HIMS vs GD
+125.3%
-24.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -24.1% | +2.7% | -26.8% | -24.7% |
| 30D | -28.8% | +8.6% | -37.4% | -30.5% |
| 3M | -31.4% | -7.1% | -24.4% | -30.3% |
| 6M | -18.3% | +7.5% | -25.7% | -20.3% |
| YTD | -39.2% | +9.9% | -49.2% | -41.4% |
| 1Y | -45.3% | +7.6% | -52.8% | -46.9% |
| 3Y | +181.9% | +56.2% | +125.7% | +153.1% |
| 5Y | +166.6% | +100.6% | +66.0% | +135.5% |
| All | +101.3% | +125.3% | -24.0% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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