+181.9%
HIMS vs GD
+58.2%
+123.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -24.1% | +2.7% | -26.8% | -25.3% |
| 30D | -28.8% | +8.6% | -37.4% | -32.0% |
| 3M | -31.4% | -7.1% | -24.4% | -29.1% |
| 6M | -18.3% | +7.5% | -25.7% | -22.6% |
| YTD | -39.2% | +9.9% | -49.2% | -44.3% |
| 1Y | -45.3% | +7.6% | -52.8% | -48.8% |
| 3Y | +181.9% | +56.2% | +125.7% | +117.3% |
| All | +181.9% | +58.2% | +123.7% | +117.3% |
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