+320.2%
HIMS vs GM
+168.3%
+151.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.5% | -3.0% |
| 7D | -1.4% | -1.1% | -0.3% | -0.9% |
| 30D | -10.1% | -3.4% | -6.6% | -8.6% |
| 3M | -1.2% | +8.7% | -9.9% | -5.8% |
| 6M | +16.9% | +15.4% | +1.5% | +7.9% |
| YTD | -15.5% | +6.6% | -22.1% | -18.8% |
| 1Y | -42.6% | +51.5% | -94.1% | -54.8% |
| All | +320.2% | +168.3% | +151.9% | +140.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling