-37.7%
HIMS vs GWW
+55.5%
-93.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.5% | -2.8% | +3.4% |
| 7D | -9.1% | +11.1% | -20.2% | -9.4% |
| 30D | -10.1% | +15.7% | -25.9% | -10.5% |
| 3M | -17.1% | +14.8% | -31.9% | -17.4% |
| 6M | -2.2% | +30.9% | -33.2% | -2.7% |
| YTD | -17.9% | +48.5% | -66.4% | -15.2% |
| 1Y | -37.7% | +57.1% | -94.8% | -34.0% |
| All | -37.7% | +55.5% | -93.2% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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