-56.8%
HIMS vs GLXY
+7.0%
-63.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.0% | +6.1% | +1.6% |
| 7D | -2.7% | +4.5% | -7.3% | -4.7% |
| 30D | -12.2% | +28.8% | -41.0% | -20.2% |
| 3M | -3.7% | -23.0% | +19.3% | +3.4% |
| 6M | +25.9% | +17.0% | +8.9% | +16.7% |
| YTD | -14.1% | +12.5% | -26.6% | -22.2% |
| 1Y | -41.6% | -5.4% | -36.2% | -43.6% |
| All | -56.8% | +7.0% | -63.9% | -61.3% |
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