+229.8%
HIMS vs GTLB
-50.8%
+280.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.8% | -0.4% |
| 7D | -2.7% | -6.6% | +3.9% | -0.7% |
| 30D | -12.2% | +13.7% | -25.9% | -16.1% |
| 3M | -3.7% | +52.9% | -56.6% | -16.6% |
| 6M | +25.9% | +88.5% | -62.6% | +1.0% |
| YTD | -14.1% | +23.4% | -37.5% | -22.1% |
| 1Y | -41.6% | -3.8% | -37.8% | -43.3% |
| 3Y | +327.3% | -11.5% | +338.8% | +311.8% |
| All | +229.8% | -50.8% | +280.6% | +209.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling