+65.4%
DHR vs HIMS
+181.3%
-115.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.2% |
| 7D | -3.6% | -0.7% | -2.9% | -3.6% |
| 30D | -2.7% | -8.2% | +5.5% | -2.3% |
| 3M | +10.9% | -4.7% | +15.6% | +10.6% |
| 6M | +3.0% | +6.3% | -3.3% | +1.3% |
| YTD | -12.2% | -15.3% | +3.1% | -13.0% |
| 1Y | +3.3% | -46.9% | +50.2% | +5.2% |
| 3Y | -8.2% | +321.3% | -329.5% | -31.2% |
| 5Y | -29.9% | +215.8% | -245.7% | -48.8% |
| All | +65.4% | +181.3% | -115.9% | -1.9% |
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