+490.5%
DDOG vs HIMS
+175.8%
+314.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.3% |
| 7D | +3.2% | -1.4% | +4.6% | +3.5% |
| 30D | -10.2% | -10.1% | -0.1% | -8.9% |
| 3M | -2.6% | -1.2% | -1.4% | -4.0% |
| 6M | +80.1% | +16.9% | +63.2% | +69.7% |
| YTD | +63.0% | -15.5% | +78.5% | +59.9% |
| 1Y | +59.4% | -42.6% | +101.9% | +65.3% |
| 3Y | +127.0% | +320.2% | -193.2% | +6.0% |
| 5Y | +61.7% | +215.0% | -153.4% | -28.1% |
| All | +490.5% | +175.8% | +314.7% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIMS.
Daily Out/Under-Performance
Portfolio return minus HIMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIMS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded HIMS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling