+101.3%
HIMS vs GME
+2,138.1%
-2,036.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | -24.1% | +2.9% | -27.0% | -24.2% |
| 30D | -28.8% | -4.8% | -24.0% | -28.6% |
| 3M | -31.4% | +39.2% | -70.6% | -32.5% |
| 6M | -18.3% | +17.1% | -35.3% | -19.0% |
| YTD | -39.2% | +28.7% | -68.0% | -40.0% |
| 1Y | -45.3% | +23.3% | -68.6% | -45.9% |
| 3Y | +181.9% | +112.9% | +68.9% | +163.8% |
| 5Y | +166.6% | -48.8% | +215.5% | +153.1% |
| All | +101.3% | +2,138.1% | -2,036.8% | +89.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling