+215.0%
HIMS vs GWW
+219.8%
-4.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.4% |
| 7D | -1.4% | -3.1% | +1.8% | +0.2% |
| 30D | -10.1% | -2.3% | -7.7% | -9.3% |
| 3M | -1.2% | -3.3% | +2.1% | -0.1% |
| 6M | +16.9% | +15.4% | +1.5% | +6.7% |
| YTD | -15.5% | +26.7% | -42.2% | -27.6% |
| 1Y | -42.6% | +29.0% | -71.5% | -51.4% |
| 3Y | +320.2% | +89.0% | +231.2% | +198.8% |
| 5Y | +215.0% | +221.8% | -6.7% | +72.0% |
| All | +215.0% | +219.8% | -4.7% | +72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling