+207.7%
HIMS vs GD
+94.5%
+113.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.6% | +8.7% | +8.4% |
| 7D | -6.1% | -5.0% | -1.1% | -3.7% |
| 30D | -12.0% | +8.9% | -20.9% | -15.9% |
| 3M | -12.3% | -8.0% | -4.3% | -8.9% |
| 6M | -3.3% | +2.9% | -6.2% | -5.9% |
| YTD | -19.9% | +7.1% | -27.0% | -24.8% |
| 1Y | -37.4% | +5.9% | -43.3% | -40.8% |
| 3Y | +314.0% | +53.9% | +260.2% | +221.2% |
| All | +207.7% | +94.5% | +113.2% | +109.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling