-42.4%
HIMS vs GME
-15.8%
-26.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -3.9% | +7.2% | -11.1% | -6.8% |
| 30D | -12.4% | +0.8% | -13.2% | -12.8% |
| 3M | -1.1% | -14.0% | +12.9% | +4.6% |
| 6M | +68.4% | -19.7% | +88.2% | +82.4% |
| YTD | -14.7% | -4.6% | -10.1% | -15.9% |
| 1Y | -42.4% | -14.3% | -28.1% | -33.3% |
| All | -42.4% | -15.8% | -26.6% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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