-21.3%
HIMS vs GLXY
-51.3%
+30.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +6.2% | -18.0% | -14.2% |
| 7D | -9.1% | -0.5% | -8.6% | -11.0% |
| 30D | -25.8% | -28.6% | +2.8% | -16.5% |
| 3M | -27.4% | -28.1% | +0.7% | -19.7% |
| All | -21.3% | -51.3% | +30.0% | +3.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling