+141.5%
HIMS vs GRMN
+119.5%
+22.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.6% |
| 7D | -24.1% | -0.9% | -23.2% | -23.7% |
| 30D | -28.8% | +1.2% | -30.0% | -29.4% |
| 3M | -31.4% | -8.9% | -22.5% | -28.2% |
| 6M | -18.3% | +23.0% | -41.3% | -29.4% |
| YTD | -39.2% | +41.2% | -80.5% | -52.3% |
| 1Y | -45.3% | +47.5% | -92.8% | -58.3% |
| 3Y | +181.9% | +155.8% | +26.1% | +38.1% |
| All | +141.5% | +119.5% | +22.0% | +34.2% |
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