+246.9%
HIMS vs GFS
-2.1%
+249.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.7% |
| 7D | -1.4% | +3.2% | -4.6% | -2.9% |
| 30D | -10.1% | -9.6% | -0.5% | -5.9% |
| 3M | -1.2% | -38.5% | +37.3% | +21.8% |
| 6M | +16.9% | -1.3% | +18.2% | +11.0% |
| YTD | -15.5% | +31.8% | -47.3% | -32.2% |
| 1Y | -42.6% | +44.6% | -87.1% | -56.3% |
| 3Y | +320.2% | -20.6% | +340.8% | +313.6% |
| All | +246.9% | -2.1% | +249.0% | +184.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling