+210.1%
HIMS vs GWRE
+15.1%
+195.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | 0.0% |
| 7D | -0.7% | -13.2% | +12.5% | +5.0% |
| 30D | -8.2% | -18.6% | +10.4% | -2.5% |
| 3M | -4.7% | +18.9% | -23.6% | -18.0% |
| 6M | +6.3% | -11.0% | +17.2% | +3.7% |
| YTD | -15.3% | -29.9% | +14.6% | -7.6% |
| 1Y | -46.9% | -44.3% | -2.5% | -33.6% |
| 3Y | +321.3% | +51.7% | +269.6% | +152.7% |
| All | +210.1% | +15.1% | +195.1% | +123.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling