-69.5%
HIMS vs GLXY
-35.4%
-34.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.9% | -0.2% | -3.4% |
| 7D | -18.0% | +16.9% | -34.9% | -22.5% |
| 30D | -33.6% | -23.0% | -10.6% | -28.6% |
| 3M | -34.2% | -28.0% | -6.2% | -27.9% |
| 6M | -21.2% | -51.6% | +30.5% | -3.0% |
| YTD | -39.2% | -32.1% | -7.1% | -35.6% |
| 1Y | -49.4% | -51.5% | +2.0% | -41.0% |
| All | -69.5% | -35.4% | -34.1% | -68.0% |
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