+391.2%
DDOG vs HIMS
+98.3%
+292.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.2% | +5.2% | +1.0% |
| 7D | +5.6% | -18.0% | +23.6% | +8.9% |
| 30D | -34.9% | -33.6% | -1.3% | -30.3% |
| 3M | -23.4% | -34.2% | +10.7% | -18.4% |
| 6M | -7.7% | -21.2% | +13.4% | -6.1% |
| YTD | +35.6% | -39.2% | +74.9% | +40.2% |
| 1Y | -3.4% | -49.4% | +46.1% | +3.2% |
| 3Y | +78.0% | +189.7% | -111.8% | -11.5% |
| 5Y | -4.4% | +166.6% | -171.1% | -56.0% |
| All | +391.2% | +98.3% | +292.9% | +82.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling