-37.7%
HIMS vs GLXY
-57.6%
+19.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -17.0% | +20.7% | +10.1% |
| 7D | -9.1% | -26.8% | +17.7% | +0.9% |
| 30D | -10.1% | -38.3% | +28.2% | +5.8% |
| 3M | -17.1% | -36.9% | +19.8% | -4.6% |
| 6M | -2.2% | -52.1% | +49.9% | +23.0% |
| YTD | -17.9% | -37.5% | +19.6% | -11.8% |
| 1Y | -37.7% | -55.2% | +17.5% | -22.4% |
| All | -37.7% | -57.6% | +19.9% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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