+210.1%
HIMS vs GPN
-44.7%
+254.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.4% |
| 7D | -0.7% | -4.6% | +3.9% | +1.2% |
| 30D | -8.2% | -0.3% | -7.9% | -8.4% |
| 3M | -4.7% | +35.4% | -40.1% | -18.1% |
| 6M | +6.3% | +21.7% | -15.4% | -4.3% |
| YTD | -15.3% | +14.9% | -30.2% | -22.9% |
| 1Y | -46.9% | +3.2% | -50.0% | -49.4% |
| 3Y | +321.3% | -27.1% | +348.4% | +370.1% |
| All | +210.1% | -44.7% | +254.8% | +267.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling