+250.3%
HIMS vs GFS
-3.7%
+254.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -1.1% |
| 7D | -3.9% | +1.0% | -4.9% | -4.4% |
| 30D | -12.4% | -8.6% | -3.9% | -9.1% |
| 3M | -1.1% | -46.5% | +45.5% | +30.2% |
| 6M | +68.4% | -4.8% | +73.3% | +62.9% |
| YTD | -14.7% | +29.7% | -44.3% | -31.0% |
| 1Y | -42.4% | +35.8% | -78.2% | -54.7% |
| 3Y | +304.5% | -18.3% | +322.9% | +291.8% |
| All | +250.3% | -3.7% | +254.0% | +190.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling