+207.9%
HIMS vs GSK
+47.3%
+160.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -2.7% | -3.6% | +0.9% | -2.3% |
| 30D | -12.2% | -5.9% | -6.3% | -11.5% |
| 3M | -3.7% | -4.3% | +0.5% | -3.5% |
| 6M | +25.9% | -10.8% | +36.7% | +27.4% |
| YTD | -14.1% | +1.8% | -15.9% | -14.9% |
| 1Y | -41.6% | +23.5% | -65.1% | -44.6% |
| 3Y | +327.3% | +49.5% | +277.7% | +268.5% |
| 5Y | +207.9% | +49.7% | +158.3% | +119.5% |
| All | +207.9% | +47.3% | +160.6% | +119.5% |
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