+325.7%
HIMS vs GGLL
+328.7%
-3.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.5% |
| 7D | -3.9% | -4.8% | +0.9% | -2.3% |
| 30D | -12.4% | -13.7% | +1.2% | -7.9% |
| 3M | -1.1% | -21.9% | +20.8% | +6.8% |
| 6M | +68.4% | +11.7% | +56.8% | +55.3% |
| YTD | -14.7% | +2.3% | -16.9% | -19.3% |
| 1Y | -42.4% | +76.2% | -118.6% | -56.4% |
| 3Y | +304.5% | +245.0% | +59.5% | +128.4% |
| All | +325.7% | +328.7% | -3.0% | +116.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling