+141.5%
HIMS vs GSK
+44.4%
+97.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -24.1% | +1.1% | -25.3% | -24.2% |
| 30D | -28.8% | +6.3% | -35.2% | -29.3% |
| 3M | -31.4% | +1.8% | -33.2% | -31.6% |
| 6M | -18.3% | +1.7% | -19.9% | -18.7% |
| YTD | -39.2% | +6.5% | -45.8% | -40.1% |
| 1Y | -45.3% | +9.5% | -54.8% | -46.3% |
| 3Y | +181.9% | +65.3% | +116.6% | +139.2% |
| All | +141.5% | +44.4% | +97.1% | +83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling