+184.7%
HIMS vs GPN
-45.1%
+229.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.1% |
| 7D | -2.7% | -6.2% | +3.5% | -0.8% |
| 30D | -12.2% | +1.0% | -13.2% | -12.6% |
| 3M | -3.7% | +36.9% | -40.6% | -13.8% |
| 6M | +25.9% | +16.8% | +9.1% | +18.4% |
| YTD | -14.1% | +13.2% | -27.3% | -19.2% |
| 1Y | -41.6% | +1.4% | -43.1% | -43.3% |
| 3Y | +327.3% | -28.6% | +355.9% | +357.4% |
| 5Y | +207.9% | -47.0% | +254.9% | +236.2% |
| All | +184.7% | -45.1% | +229.8% | +210.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling