-42.4%
HIMS vs GTLB
+14.4%
-56.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.7% |
| 7D | -3.9% | +11.1% | -15.0% | -6.7% |
| 30D | -12.4% | +37.8% | -50.3% | -19.9% |
| 3M | -1.1% | +61.6% | -62.6% | -13.6% |
| 6M | +68.4% | +98.9% | -30.5% | +35.9% |
| YTD | -14.7% | +32.8% | -47.4% | -25.3% |
| 1Y | -42.4% | +14.7% | -57.1% | -46.6% |
| All | -42.4% | +14.4% | -56.8% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling