+252.4%
HIMS vs GGLL
+195.8%
+56.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.5% | -14.3% | -12.7% |
| 7D | -9.1% | +6.3% | -15.5% | -11.1% |
| 30D | -25.8% | -35.1% | +9.3% | -14.8% |
| 3M | -27.4% | -37.7% | +10.3% | -15.6% |
| 6M | -18.9% | -54.1% | +35.2% | +3.6% |
| YTD | -29.4% | -29.4% | +0.1% | -24.9% |
| 1Y | -44.1% | -13.4% | -30.7% | -45.4% |
| 3Y | +246.0% | +158.3% | +87.7% | +115.3% |
| All | +252.4% | +195.8% | +56.6% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling