+327.3%
HIMS vs GRMN
+179.1%
+148.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.5% |
| 7D | -2.7% | -1.4% | -1.3% | -2.3% |
| 30D | -12.2% | -13.1% | +0.9% | -8.0% |
| 3M | -3.7% | +14.9% | -18.7% | -9.8% |
| 6M | +25.9% | +13.1% | +12.8% | +18.9% |
| YTD | -14.1% | +35.3% | -49.4% | -25.3% |
| 1Y | -41.6% | +16.0% | -57.6% | -45.9% |
| All | +327.3% | +179.1% | +148.2% | +265.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling