+184.7%
HIMS vs GPC
+69.0%
+115.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -1.2% |
| 7D | -2.7% | -0.6% | -2.1% | -2.6% |
| 30D | -12.2% | +1.3% | -13.5% | -12.5% |
| 3M | -3.7% | +37.1% | -40.8% | -11.7% |
| 6M | +25.9% | +23.2% | +2.7% | +18.6% |
| YTD | -14.1% | +13.1% | -27.2% | -18.2% |
| 1Y | -41.6% | +0.9% | -42.5% | -42.7% |
| 3Y | +327.3% | -0.8% | +328.1% | +310.6% |
| 5Y | +207.9% | +31.1% | +176.8% | +190.4% |
| All | +184.7% | +69.0% | +115.7% | +162.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling