+181.9%
HIMS vs GSK
+65.8%
+116.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -24.1% | +1.1% | -25.3% | -24.1% |
| 30D | -28.8% | +6.3% | -35.2% | -28.7% |
| 3M | -31.4% | +1.8% | -33.2% | -31.3% |
| 6M | -18.3% | +1.7% | -19.9% | -18.2% |
| YTD | -39.2% | +6.5% | -45.8% | -38.9% |
| 1Y | -45.3% | +9.5% | -54.8% | -45.0% |
| 3Y | +181.9% | +65.3% | +116.6% | +178.8% |
| All | +181.9% | +65.8% | +116.0% | +178.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling