+321.3%
HIMS vs GNRC
+61.6%
+259.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.7% | -1.1% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | -8.2% | -15.7% | +7.5% | -0.9% |
| 3M | -4.7% | -27.3% | +22.6% | +8.4% |
| 6M | +6.3% | -12.1% | +18.4% | +7.7% |
| YTD | -15.3% | +37.1% | -52.4% | -34.5% |
| 1Y | -46.9% | -0.5% | -46.4% | -50.5% |
| 3Y | +321.3% | +61.5% | +259.8% | +214.1% |
| All | +321.3% | +61.6% | +259.7% | +214.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling