+180.7%
HIMS vs GM
+131.5%
+49.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.5% |
| 7D | -0.7% | -2.4% | +1.7% | +0.2% |
| 30D | -8.2% | -1.1% | -7.1% | -7.9% |
| 3M | -4.7% | +6.1% | -10.8% | -7.3% |
| 6M | +6.3% | +15.0% | -8.7% | +0.2% |
| YTD | -15.3% | +6.0% | -21.3% | -17.7% |
| 1Y | -46.9% | +47.1% | -93.9% | -55.0% |
| 3Y | +321.3% | +170.5% | +150.8% | +185.2% |
| 5Y | +215.8% | +80.5% | +135.3% | +137.3% |
| All | +180.7% | +131.5% | +49.2% | +106.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling