+180.7%
HIMS vs GH
+103.3%
+77.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | -0.7% | -2.5% | +1.8% | +0.2% |
| 30D | -8.2% | -4.7% | -3.5% | -6.6% |
| 3M | -4.7% | +20.2% | -24.9% | -10.6% |
| 6M | +6.3% | +78.8% | -72.5% | -13.8% |
| YTD | -15.3% | +54.1% | -69.4% | -28.4% |
| 1Y | -46.9% | +177.1% | -223.9% | -64.5% |
| 3Y | +321.3% | +371.6% | -50.3% | +121.2% |
| 5Y | +215.8% | +21.9% | +193.9% | +125.5% |
| All | +180.7% | +103.3% | +77.5% | +101.1% |
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