+145.5%
HIMS vs GLDM
+170.0%
-24.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +0.8% | -10.6% | -10.0% |
| 7D | -18.9% | +1.9% | -20.8% | -19.4% |
| 30D | -18.4% | -1.7% | -16.7% | -17.9% |
| 3M | -24.0% | -3.5% | -20.4% | -22.7% |
| 6M | -8.6% | -10.1% | +1.4% | -5.4% |
| YTD | -25.9% | -5.0% | -20.9% | -23.9% |
| 1Y | -45.0% | +2.8% | -47.8% | -44.6% |
| 3Y | +271.3% | +105.1% | +166.2% | +208.4% |
| 5Y | +188.8% | +124.3% | +64.5% | +126.1% |
| All | +145.5% | +170.0% | -24.5% | +88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling