+180.0%
HIMS vs GRMN
+270.1%
-90.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.7% |
| 7D | -1.4% | -1.8% | +0.4% | -0.6% |
| 30D | -10.1% | -12.1% | +2.0% | -5.1% |
| 3M | -1.2% | +18.0% | -19.2% | -10.0% |
| 6M | +16.9% | +13.7% | +3.2% | +8.5% |
| YTD | -15.5% | +35.3% | -50.8% | -28.2% |
| 1Y | -42.6% | +17.2% | -59.8% | -48.0% |
| 3Y | +320.2% | +179.6% | +140.6% | +154.5% |
| 5Y | +215.0% | +75.6% | +139.5% | +107.7% |
| All | +180.0% | +270.1% | -90.1% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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