+181.9%
HIMS vs GME
+106.8%
+75.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -24.1% | +2.9% | -27.0% | -24.4% |
| 30D | -28.8% | -4.8% | -24.0% | -28.4% |
| 3M | -31.4% | +39.2% | -70.6% | -34.0% |
| 6M | -18.3% | +17.1% | -35.3% | -19.9% |
| YTD | -39.2% | +28.7% | -68.0% | -41.1% |
| 1Y | -45.3% | +23.3% | -68.6% | -46.7% |
| 3Y | +181.9% | +112.9% | +68.9% | +148.6% |
| All | +181.9% | +106.8% | +75.1% | +148.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling