+193.9%
HIMS vs GGLL
+194.0%
-0.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.6% | -16.0% | -16.4% |
| 7D | -25.6% | +5.1% | -30.7% | -26.8% |
| 30D | -38.1% | -35.5% | -2.6% | -28.7% |
| 3M | -39.8% | -39.2% | -0.6% | -29.4% |
| 6M | -32.3% | -54.4% | +22.0% | -13.4% |
| YTD | -41.1% | -29.8% | -11.2% | -37.2% |
| 1Y | -53.4% | -20.4% | -33.0% | -52.9% |
| 3Y | +180.9% | +149.7% | +31.2% | +76.7% |
| All | +193.9% | +194.0% | -0.2% | +67.9% |
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