+21.0%
DHR vs HIMS
+191.0%
-170.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +1.2% | -24.1% | +25.3% | +2.4% |
| 30D | +3.7% | -28.8% | +32.5% | +5.2% |
| 3M | +14.5% | -31.4% | +45.9% | +16.2% |
| 6M | +40.9% | -18.3% | +59.2% | +41.4% |
| YTD | +2.4% | -39.2% | +41.6% | +3.2% |
| 1Y | +6.1% | -45.3% | +51.4% | +7.4% |
| 3Y | +21.0% | +181.9% | -160.8% | -7.0% |
| All | +21.0% | +191.0% | -170.0% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling