-12.2%
DIS vs HIMS
+165.8%
-178.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.1% | -8.5% | -1.0% |
| 7D | +5.2% | -6.1% | +11.3% | +5.6% |
| 30D | +11.5% | -12.0% | +23.4% | +12.3% |
| 3M | +11.5% | -12.3% | +23.9% | +12.1% |
| 6M | +8.9% | -3.3% | +12.1% | +7.4% |
| YTD | +3.4% | -19.9% | +23.3% | +2.3% |
| 1Y | +7.2% | -37.4% | +44.6% | +8.2% |
| 3Y | +43.3% | +314.0% | -270.7% | +4.4% |
| 5Y | -31.4% | +212.1% | -243.6% | -51.7% |
| All | -12.2% | +165.8% | -178.1% | -51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling