+134.1%
HIMS vs GPC
+57.0%
+77.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.3% | -14.1% | -12.3% |
| 7D | -9.1% | +0.8% | -9.9% | -9.3% |
| 30D | -25.8% | -1.1% | -24.7% | -25.8% |
| 3M | -27.4% | -6.6% | -20.7% | -26.5% |
| 6M | -18.9% | +22.2% | -41.1% | -23.8% |
| YTD | -29.4% | +5.1% | -34.4% | -31.8% |
| 1Y | -44.1% | +2.8% | -46.9% | -45.8% |
| 3Y | +246.0% | +2.4% | +243.6% | +229.9% |
| 5Y | +177.1% | +7.8% | +169.3% | +166.2% |
| All | +134.1% | +57.0% | +77.1% | +119.2% |
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