+187.4%
HIMS vs GWW
+376.1%
-188.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.3% | +2.5% |
| 7D | -0.9% | -1.5% | +0.6% | -0.6% |
| 30D | -10.8% | +1.1% | -11.9% | -11.3% |
| 3M | +3.7% | -1.0% | +4.7% | +3.7% |
| 6M | +79.0% | +16.3% | +62.7% | +69.7% |
| YTD | -13.2% | +28.5% | -41.8% | -20.6% |
| 1Y | -43.3% | +30.3% | -73.5% | -48.3% |
| 3Y | +331.4% | +91.6% | +239.8% | +266.0% |
| 5Y | +230.2% | +224.0% | +6.3% | +164.3% |
| All | +187.4% | +376.1% | -188.6% | +122.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling