+187.4%
HIMS vs GM
+132.0%
+55.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.5% |
| 7D | -0.9% | +0.4% | -1.3% | -1.2% |
| 30D | -10.8% | -1.8% | -9.0% | -10.2% |
| 3M | +3.7% | +2.6% | +1.1% | +2.3% |
| 6M | +79.0% | +14.6% | +64.4% | +68.9% |
| YTD | -13.2% | +6.2% | -19.4% | -15.7% |
| 1Y | -43.3% | +48.7% | -91.9% | -52.1% |
| 3Y | +331.4% | +168.3% | +163.1% | +192.9% |
| 5Y | +230.2% | +82.8% | +147.5% | +147.5% |
| All | +187.4% | +132.0% | +55.5% | +111.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling