+112.3%
HIMS vs GD
+127.6%
-15.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.1% | +8.8% | +8.8% |
| 7D | -21.9% | +0.6% | -22.6% | -22.1% |
| 30D | -32.1% | +9.5% | -41.5% | -33.8% |
| 3M | -31.8% | -5.8% | -26.0% | -30.9% |
| 6M | -28.6% | +7.7% | -36.3% | -30.4% |
| YTD | -35.9% | +11.1% | -47.0% | -38.4% |
| 1Y | -47.6% | +6.1% | -53.7% | -48.9% |
| 3Y | +205.6% | +59.8% | +145.8% | +173.1% |
| 5Y | +170.3% | +104.6% | +65.6% | +138.1% |
| All | +112.3% | +127.6% | -15.3% | +85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling