-67.8%
HIMS vs GLXY
-32.0%
-35.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +13.2% | -4.4% | +4.1% |
| 7D | -21.9% | +14.3% | -36.3% | -25.6% |
| 30D | -32.1% | -19.6% | -12.5% | -28.1% |
| 3M | -31.8% | -20.7% | -11.1% | -28.0% |
| 6M | -28.6% | -49.6% | +21.0% | -13.4% |
| YTD | -35.9% | -28.6% | -7.3% | -33.3% |
| 1Y | -47.6% | -48.0% | +0.4% | -40.4% |
| All | -67.8% | -32.0% | -35.8% | -66.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling