+101.3%
HIMS vs GH
+95.9%
+5.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.7% |
| 7D | -24.1% | +0.6% | -24.7% | -24.4% |
| 30D | -28.8% | -6.9% | -21.9% | -27.0% |
| 3M | -31.4% | -4.9% | -26.5% | -30.4% |
| 6M | -18.3% | +54.1% | -72.3% | -30.3% |
| YTD | -39.2% | +48.5% | -87.8% | -48.2% |
| 1Y | -45.3% | +61.2% | -106.4% | -54.7% |
| 3Y | +181.9% | +570.3% | -388.5% | +32.1% |
| 5Y | +166.6% | +46.1% | +120.5% | +82.5% |
| All | +101.3% | +95.9% | +5.4% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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