-42.4%
HIMS vs GM
+52.7%
-95.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -3.9% | +1.7% | -5.6% | -4.4% |
| 30D | -12.4% | -1.6% | -10.9% | -12.1% |
| 3M | -1.1% | +5.7% | -6.8% | -2.5% |
| 6M | +68.4% | +12.2% | +56.3% | +62.4% |
| YTD | -14.7% | +8.4% | -23.1% | -16.0% |
| 1Y | -42.4% | +52.3% | -94.7% | -41.0% |
| All | -42.4% | +52.7% | -95.1% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 1y: compounded portfolio wealth divided by compounded GM 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…
1y analysis · Full analysis span regression · 6 months rolling