+180.7%
HIMS vs GWRE
+31.6%
+149.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | 0.0% |
| 7D | -0.7% | -13.2% | +12.5% | +4.3% |
| 30D | -8.2% | -18.6% | +10.4% | -3.1% |
| 3M | -4.7% | +18.9% | -23.6% | -16.0% |
| 6M | +6.3% | -11.0% | +17.2% | +4.4% |
| YTD | -15.3% | -29.9% | +14.6% | -9.0% |
| 1Y | -46.9% | -44.3% | -2.5% | -36.5% |
| 3Y | +321.3% | +51.7% | +269.6% | +200.0% |
| 5Y | +215.8% | +15.4% | +200.4% | +130.9% |
| All | +180.7% | +31.6% | +149.1% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 10y: compounded portfolio wealth divided by compounded GWRE 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…
10y analysis · Full analysis span regression · 6 months rolling