+302.2%
HIMS vs GD
+68.4%
+233.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.5% |
| 7D | -3.9% | -5.3% | +1.3% | -1.4% |
| 30D | -12.4% | -6.4% | -6.0% | -9.8% |
| 3M | -1.1% | +5.7% | -6.8% | -4.4% |
| 6M | +68.4% | -0.9% | +69.4% | +69.4% |
| YTD | -14.7% | +8.2% | -22.8% | -20.0% |
| 1Y | -42.4% | +13.4% | -55.8% | -48.1% |
| All | +302.2% | +68.4% | +233.8% | +233.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling