+210.1%
HIMS vs GDDY
+29.8%
+180.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.5% |
| 7D | -0.7% | -3.2% | +2.5% | +0.4% |
| 30D | -8.2% | +6.8% | -15.0% | -12.0% |
| 3M | -4.7% | +30.5% | -35.2% | -21.3% |
| 6M | +6.3% | +13.3% | -7.0% | -6.0% |
| YTD | -15.3% | -21.0% | +5.7% | -8.5% |
| 1Y | -46.9% | -34.0% | -12.9% | -35.5% |
| 3Y | +321.3% | +33.1% | +288.2% | +200.0% |
| All | +210.1% | +29.8% | +180.4% | +127.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling