+215.0%
HIMS vs GME
-58.9%
+273.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.2% | -2.1% |
| 7D | -1.4% | +6.0% | -7.4% | -2.4% |
| 30D | -10.1% | +8.3% | -18.4% | -11.3% |
| 3M | -1.2% | -9.1% | +7.8% | +0.1% |
| 6M | +16.9% | -16.3% | +33.2% | +20.2% |
| YTD | -15.5% | +1.5% | -17.0% | -16.0% |
| 1Y | -42.6% | -16.3% | -26.2% | -41.0% |
| 3Y | +320.2% | +15.1% | +305.1% | +220.1% |
| 5Y | +215.0% | -57.2% | +272.2% | +162.2% |
| All | +215.0% | -58.9% | +273.9% | +162.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling