+180.7%
HIMS vs GFI
+1,046.3%
-865.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.4% |
| 7D | -0.7% | -4.9% | +4.1% | -0.1% |
| 30D | -8.2% | +10.7% | -18.9% | -9.2% |
| 3M | -4.7% | +25.6% | -30.3% | -7.1% |
| 6M | +6.3% | -8.3% | +14.6% | +6.5% |
| YTD | -15.3% | +6.3% | -21.6% | -16.5% |
| 1Y | -46.9% | +22.1% | -68.9% | -48.2% |
| 3Y | +321.3% | +289.2% | +32.1% | +260.6% |
| 5Y | +215.8% | +531.7% | -315.8% | +155.5% |
| All | +180.7% | +1,046.3% | -865.6% | +125.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling