-37.7%
HIMS vs GDDY
-11.8%
-25.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.3% | -0.6% | +3.8% |
| 7D | -9.1% | +11.1% | -20.1% | -8.9% |
| 30D | -10.1% | +18.6% | -28.8% | -9.8% |
| 3M | -17.1% | +32.8% | -49.9% | -16.6% |
| 6M | -2.2% | +34.0% | -36.3% | -3.4% |
| YTD | -17.9% | -4.6% | -13.3% | -19.3% |
| 1Y | -37.7% | -12.5% | -25.2% | -36.3% |
| All | -37.7% | -11.8% | -25.9% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 1y: compounded portfolio wealth divided by compounded GDDY 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…
1y analysis · Full analysis span regression · 6 months rolling