+180.0%
HIMS vs GNRC
+118.6%
+61.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +0.9% | -0.6% |
| 7D | -1.4% | -0.7% | -0.6% | -1.1% |
| 30D | -10.1% | -15.8% | +5.8% | -3.9% |
| 3M | -1.2% | -24.0% | +22.8% | +8.7% |
| 6M | +16.9% | -13.8% | +30.7% | +20.5% |
| YTD | -15.5% | +33.2% | -48.7% | -28.4% |
| 1Y | -42.6% | -1.8% | -40.8% | -44.9% |
| 3Y | +320.2% | +57.7% | +262.5% | +232.2% |
| 5Y | +215.0% | -59.7% | +274.8% | +253.4% |
| All | +180.0% | +118.6% | +61.4% | +184.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling