-29.8%
DHR vs HIMS
+202.2%
-232.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -2.0% |
| 7D | -5.0% | -1.4% | -3.6% | -4.9% |
| 30D | -3.3% | -10.1% | +6.7% | -2.7% |
| 3M | +9.4% | -1.2% | +10.7% | +8.8% |
| 6M | +3.2% | +16.9% | -13.8% | +0.6% |
| YTD | -12.0% | -15.5% | +3.5% | -12.8% |
| 1Y | +4.9% | -42.6% | +47.5% | +6.3% |
| 3Y | -7.4% | +320.2% | -327.6% | -35.1% |
| 5Y | -29.8% | +215.0% | -244.8% | -55.4% |
| All | -29.8% | +202.2% | -232.0% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling