+101.3%
HIMS vs GRMN
+286.4%
-185.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.5% |
| 7D | -24.1% | -0.9% | -23.2% | -23.8% |
| 30D | -28.8% | +1.2% | -30.0% | -29.2% |
| 3M | -31.4% | -8.9% | -22.5% | -28.8% |
| 6M | -18.3% | +23.0% | -41.3% | -27.0% |
| YTD | -39.2% | +41.2% | -80.5% | -49.4% |
| 1Y | -45.3% | +47.5% | -92.8% | -55.4% |
| 3Y | +181.9% | +155.8% | +26.1% | +79.1% |
| 5Y | +166.6% | +120.2% | +46.4% | +67.9% |
| All | +101.3% | +286.4% | -185.0% | +20.5% |
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