+180.7%
HIMS vs GSK
+60.1%
+120.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | -0.7% | -3.5% | +2.8% | -0.4% |
| 30D | -8.2% | -3.4% | -4.8% | -7.9% |
| 3M | -4.7% | -8.1% | +3.4% | -4.0% |
| 6M | +6.3% | -11.1% | +17.4% | +7.4% |
| YTD | -15.3% | +0.7% | -16.0% | -15.8% |
| 1Y | -46.9% | +20.1% | -67.0% | -48.8% |
| 3Y | +321.3% | +46.1% | +275.2% | +282.8% |
| 5Y | +215.8% | +48.2% | +167.6% | +183.5% |
| All | +180.7% | +60.1% | +120.7% | +149.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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