-47.0%
HIMS vs GFS
+44.4%
-91.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.7% |
| 7D | -1.4% | +3.2% | -4.6% | -2.5% |
| 30D | -10.1% | -9.6% | -0.5% | -7.0% |
| 3M | -1.2% | -38.5% | +37.3% | +13.4% |
| 6M | +16.9% | -1.3% | +18.2% | +7.9% |
| YTD | -15.5% | +31.8% | -47.3% | -33.3% |
| All | -47.0% | +44.4% | -91.4% | -60.4% |
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