-42.4%
HIMS vs GNRC
+6.8%
-49.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -1.1% |
| 7D | -3.9% | +1.9% | -5.8% | -4.5% |
| 30D | -12.4% | -13.8% | +1.4% | -8.4% |
| 3M | -1.1% | -32.6% | +31.6% | +9.6% |
| 6M | +68.4% | -15.2% | +83.6% | +71.1% |
| YTD | -14.7% | +37.4% | -52.0% | -30.7% |
| 1Y | -42.4% | +5.1% | -47.5% | -43.2% |
| All | -42.4% | +6.8% | -49.2% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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