+297.7%
HIMS vs GEHC
+2.6%
+295.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.0% |
| 7D | -1.4% | -7.9% | +6.5% | +2.2% |
| 30D | -10.1% | -11.7% | +1.6% | -4.9% |
| 3M | -1.2% | +0.8% | -2.0% | -3.5% |
| 6M | +16.9% | -11.6% | +28.5% | +21.9% |
| YTD | -15.5% | -21.6% | +6.1% | -7.1% |
| 1Y | -42.6% | -15.3% | -27.3% | -39.9% |
| 3Y | +320.2% | -0.5% | +320.7% | +295.7% |
| All | +297.7% | +2.6% | +295.1% | +289.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 10y: compounded portfolio wealth divided by compounded GEHC 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…
10y analysis · Full analysis span regression · 6 months rolling