+227.5%
HIMS vs GTLB
-47.1%
+274.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.7% |
| 7D | -3.9% | +11.1% | -15.0% | -7.1% |
| 30D | -12.4% | +37.8% | -50.3% | -21.1% |
| 3M | -1.1% | +61.6% | -62.6% | -15.7% |
| 6M | +68.4% | +98.9% | -30.5% | +32.9% |
| YTD | -14.7% | +32.8% | -47.4% | -24.3% |
| 1Y | -42.4% | +14.7% | -57.1% | -47.1% |
| 3Y | +304.5% | +1.3% | +303.2% | +274.8% |
| All | +227.5% | -47.1% | +274.7% | +200.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling