+207.9%
HIMS vs GRMN
+75.7%
+132.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.3% |
| 7D | -2.7% | -1.4% | -1.3% | -2.0% |
| 30D | -12.2% | -13.1% | +0.9% | -5.6% |
| 3M | -3.7% | +14.9% | -18.7% | -13.1% |
| 6M | +25.9% | +13.1% | +12.8% | +14.7% |
| YTD | -14.1% | +35.3% | -49.4% | -30.4% |
| 1Y | -41.6% | +16.0% | -57.6% | -48.3% |
| 3Y | +327.3% | +179.6% | +147.7% | +96.3% |
| 5Y | +207.9% | +75.0% | +132.9% | +63.4% |
| All | +207.9% | +75.7% | +132.3% | +63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling