-37.7%
HIMS vs GFI
+6.9%
-44.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.3% | -2.6% | +1.7% |
| 7D | -9.1% | +1.4% | -10.5% | -9.6% |
| 30D | -10.1% | +3.0% | -13.1% | -11.1% |
| 3M | -17.1% | +10.2% | -27.3% | -19.3% |
| 6M | -2.2% | -10.1% | +7.8% | -0.5% |
| YTD | -17.9% | -11.4% | -6.5% | -22.3% |
| 1Y | -37.7% | +8.4% | -46.1% | -49.3% |
| All | -37.7% | +6.9% | -44.6% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling