-57.1%
HIMS vs GLXY
+12.0%
-69.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -3.9% | +13.4% | -17.4% | -8.6% |
| 30D | -12.4% | +38.1% | -50.6% | -22.4% |
| 3M | -1.1% | -7.3% | +6.3% | -0.7% |
| 6M | +68.4% | +8.2% | +60.3% | +59.0% |
| YTD | -14.7% | +17.8% | -32.4% | -23.9% |
| 1Y | -42.4% | +14.9% | -57.3% | -47.3% |
| All | -57.1% | +12.0% | -69.2% | -62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling