+182.8%
HIMS vs GD
+121.7%
+61.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.1% |
| 7D | -3.9% | -5.3% | +1.3% | -2.6% |
| 30D | -12.4% | -6.4% | -6.0% | -11.0% |
| 3M | -1.1% | +5.7% | -6.8% | -2.7% |
| 6M | +68.4% | -0.9% | +69.4% | +68.3% |
| YTD | -14.7% | +8.2% | -22.8% | -17.2% |
| 1Y | -42.4% | +13.4% | -55.8% | -44.9% |
| 3Y | +304.5% | +68.5% | +236.0% | +260.3% |
| 5Y | +237.5% | +97.2% | +140.4% | +200.1% |
| All | +182.8% | +121.7% | +61.0% | +149.2% |
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 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