-42.4%
HIMS vs GFS
+37.2%
-79.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.9% |
| 7D | -3.9% | +1.0% | -4.9% | -4.3% |
| 30D | -12.4% | -8.6% | -3.9% | -10.0% |
| 3M | -1.1% | -46.5% | +45.5% | +19.4% |
| 6M | +68.4% | -4.8% | +73.3% | +57.5% |
| YTD | -14.7% | +29.7% | -44.3% | -32.4% |
| 1Y | -42.4% | +35.8% | -78.2% | -56.6% |
| All | -42.4% | +37.2% | -79.6% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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