-43.3%
HIMS vs GGLL
+70.5%
-113.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.7% | +1.7% |
| 7D | -0.9% | +1.9% | -2.8% | -1.6% |
| 30D | -10.8% | -9.7% | -1.1% | -7.9% |
| 3M | +3.7% | -18.0% | +21.7% | +10.4% |
| 6M | +79.0% | +15.3% | +63.7% | +58.6% |
| YTD | -13.2% | +2.2% | -15.4% | -20.5% |
| 1Y | -43.3% | +73.1% | -116.3% | -57.1% |
| All | -43.3% | +70.5% | -113.8% | -57.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling