-37.7%
HIMS vs GLDM
+2.8%
-40.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | +0.1% | +1.6% |
| 7D | -9.1% | -0.3% | -8.8% | -8.9% |
| 30D | -10.1% | -1.9% | -8.3% | -9.1% |
| 3M | -17.1% | -0.4% | -16.7% | -15.6% |
| 6M | -2.2% | -10.1% | +7.8% | +3.1% |
| YTD | -17.9% | -5.8% | -12.0% | -13.5% |
| 1Y | -37.7% | +3.1% | -40.8% | -43.3% |
| All | -37.7% | +2.8% | -40.5% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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