-42.6%
HIMS vs GME
-19.1%
-23.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.2% | -2.7% |
| 7D | -1.4% | +6.0% | -7.4% | -3.8% |
| 30D | -10.1% | +8.3% | -18.4% | -13.1% |
| 3M | -1.2% | -9.1% | +7.8% | +2.1% |
| 6M | +16.9% | -16.3% | +33.2% | +24.3% |
| YTD | -15.5% | +1.5% | -17.0% | -19.1% |
| 1Y | -42.6% | -16.3% | -26.2% | -38.9% |
| All | -42.6% | -19.1% | -23.5% | -38.9% |
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