-56.4%
HIMS vs GLXY
+15.1%
-71.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.1% | +0.7% |
| 7D | -0.9% | +15.5% | -16.4% | -6.4% |
| 30D | -10.8% | +34.1% | -44.9% | -20.1% |
| 3M | +3.7% | -11.3% | +15.0% | +6.1% |
| 6M | +79.0% | +31.6% | +47.4% | +60.2% |
| YTD | -13.2% | +21.0% | -34.2% | -23.4% |
| 1Y | -43.3% | +11.7% | -54.9% | -47.8% |
| All | -56.4% | +15.1% | -71.5% | -61.9% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling