-41.1%
HIMS vs GPC
-0.3%
-40.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +1.5% |
| 7D | -0.9% | +0.2% | -1.1% | -0.9% |
| 30D | -10.8% | -0.4% | -10.4% | -10.9% |
| 3M | +3.7% | +39.2% | -35.5% | +3.7% |
| 6M | +79.0% | +18.2% | +60.7% | +71.4% |
| YTD | -13.2% | +12.1% | -25.3% | -15.4% |
| All | -41.1% | -0.3% | -40.8% | -41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling