+182.8%
HIMS vs GME
+1,558.9%
-1,376.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -3.9% | +7.2% | -11.1% | -4.3% |
| 30D | -12.4% | +0.8% | -13.2% | -12.5% |
| 3M | -1.1% | -14.0% | +12.9% | -0.4% |
| 6M | +68.4% | -19.7% | +88.2% | +70.2% |
| YTD | -14.7% | -4.6% | -10.1% | -14.5% |
| 1Y | -42.4% | -14.3% | -28.1% | -42.0% |
| 3Y | +304.5% | +4.0% | +300.5% | +289.2% |
| 5Y | +237.5% | -62.2% | +299.7% | +225.1% |
| All | +182.8% | +1,558.9% | -1,376.1% | +169.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling