+301.6%
HIMS vs GEHC
+10.0%
+291.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.1% |
| 7D | -3.9% | -4.0% | +0.1% | -2.2% |
| 30D | -12.4% | -2.0% | -10.5% | -11.5% |
| 3M | -1.1% | +8.0% | -9.0% | -6.1% |
| 6M | +68.4% | -12.8% | +81.2% | +77.7% |
| YTD | -14.7% | -15.9% | +1.3% | -8.9% |
| 1Y | -42.4% | -6.9% | -35.5% | -42.3% |
| 3Y | +304.5% | 0.0% | +304.6% | +280.7% |
| All | +301.6% | +10.0% | +291.6% | +282.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling