+247.8%
HIMS vs GFS
0.0%
+247.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.8% |
| 7D | -0.7% | +3.8% | -4.6% | -2.5% |
| 30D | -8.2% | -11.7% | +3.5% | -2.8% |
| 3M | -4.7% | -41.8% | +37.1% | +20.7% |
| 6M | +6.3% | +6.6% | -0.3% | -2.4% |
| YTD | -15.3% | +34.6% | -49.9% | -32.8% |
| 1Y | -46.9% | +46.2% | -93.0% | -59.8% |
| 3Y | +321.3% | -20.3% | +341.6% | +314.2% |
| All | +247.8% | 0.0% | +247.8% | +182.7% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling