+180.7%
HIMS vs GDDY
+49.7%
+131.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.3% |
| 7D | -0.7% | -3.2% | +2.5% | 0.0% |
| 30D | -8.2% | +6.8% | -15.0% | -10.8% |
| 3M | -4.7% | +30.5% | -35.2% | -15.9% |
| 6M | +6.3% | +13.3% | -7.0% | -1.7% |
| YTD | -15.3% | -21.0% | +5.7% | -11.6% |
| 1Y | -46.9% | -34.0% | -12.9% | -40.6% |
| 3Y | +321.3% | +33.1% | +288.2% | +270.3% |
| 5Y | +215.8% | +30.3% | +185.5% | +182.2% |
| All | +180.7% | +49.7% | +131.0% | +146.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling