-10.5%
DIS vs HIMS
+134.6%
-145.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -11.8% | +13.8% | +2.9% |
| 7D | +5.3% | -9.1% | +14.4% | +5.9% |
| 30D | +10.2% | -25.8% | +36.1% | +12.5% |
| 3M | +13.5% | -27.4% | +40.9% | +15.7% |
| 6M | +11.1% | -18.9% | +30.0% | +11.1% |
| YTD | +5.5% | -29.4% | +34.9% | +5.3% |
| 1Y | +9.1% | -44.1% | +53.2% | +11.0% |
| 3Y | +36.0% | +246.0% | -210.0% | +0.8% |
| 5Y | -29.8% | +177.1% | -206.9% | -50.2% |
| All | -10.5% | +134.6% | -145.0% | -49.9% |
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