-10.6%
DIS vs HIMS
+101.7%
-112.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.9% | -24.1% | +26.0% | +3.8% |
| 30D | +9.2% | -28.8% | +38.0% | +11.6% |
| 3M | +13.5% | -31.4% | +44.9% | +16.0% |
| 6M | +14.3% | -18.3% | +32.6% | +14.0% |
| YTD | +5.4% | -39.2% | +44.6% | +6.2% |
| 1Y | +12.2% | -45.3% | +57.4% | +13.9% |
| 3Y | +37.2% | +181.9% | -144.7% | +3.5% |
| 5Y | -23.1% | +166.6% | -189.8% | -45.2% |
| All | -10.6% | +101.7% | -112.3% | -49.5% |
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