+327.3%
HIMS vs GSK
+48.7%
+278.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -2.7% | -3.6% | +0.9% | -2.8% |
| 30D | -12.2% | -5.9% | -6.3% | -12.3% |
| 3M | -3.7% | -4.3% | +0.5% | -3.8% |
| 6M | +25.9% | -10.8% | +36.7% | +26.1% |
| YTD | -14.1% | +1.8% | -15.9% | -14.1% |
| 1Y | -41.6% | +23.5% | -65.1% | -42.5% |
| All | +327.3% | +48.7% | +278.5% | +261.1% |
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