+180.7%
HIMS vs GPN
-44.2%
+224.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -0.7% | -4.3% | +3.6% | +0.6% |
| 30D | -8.2% | 0.0% | -8.2% | -8.4% |
| 3M | -4.7% | +35.8% | -40.5% | -14.5% |
| 6M | +6.3% | +22.0% | -15.7% | -1.3% |
| YTD | -15.3% | +15.2% | -30.5% | -20.7% |
| 1Y | -46.9% | +3.5% | -50.3% | -48.7% |
| 3Y | +321.3% | -26.9% | +348.2% | +347.7% |
| 5Y | +215.8% | -44.2% | +260.1% | +241.7% |
| All | +180.7% | -44.2% | +224.9% | +204.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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