+203.1%
HIMS vs GGLL
+210.8%
-7.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.8% |
| 7D | -24.1% | +7.7% | -31.8% | -26.2% |
| 30D | -28.8% | -30.2% | +1.4% | -20.4% |
| 3M | -31.4% | -31.3% | -0.2% | -23.1% |
| 6M | -18.3% | -52.1% | +33.8% | +3.2% |
| YTD | -39.2% | -25.9% | -13.4% | -36.6% |
| 1Y | -45.3% | -8.5% | -36.8% | -47.6% |
| 3Y | +181.9% | +165.5% | +16.3% | +73.4% |
| All | +203.1% | +210.8% | -7.7% | +69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling