+215.0%
HIMS vs GDXJ
+221.5%
-6.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.3% | -0.1% |
| 7D | -1.4% | -6.2% | +4.9% | +1.0% |
| 30D | -10.1% | +4.6% | -14.7% | -11.3% |
| 3M | -1.2% | +31.3% | -32.5% | -10.6% |
| 6M | +16.9% | -10.7% | +27.6% | +19.8% |
| YTD | -15.5% | +9.1% | -24.6% | -21.0% |
| 1Y | -42.6% | +44.1% | -86.7% | -51.7% |
| 3Y | +320.2% | +285.4% | +34.8% | +126.1% |
| 5Y | +215.0% | +228.4% | -13.3% | +66.7% |
| All | +215.0% | +221.5% | -6.4% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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