-37.7%
HIMS vs D
+23.9%
-61.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.4% | -0.7% | +6.9% |
| 7D | -9.1% | +8.5% | -17.6% | -3.3% |
| 30D | -10.1% | +14.3% | -24.5% | -0.4% |
| 3M | -17.1% | +1.8% | -18.9% | -16.4% |
| 6M | -2.2% | +13.0% | -15.3% | +9.0% |
| YTD | -17.9% | +22.7% | -40.6% | -7.9% |
| 1Y | -37.7% | +22.6% | -60.3% | -30.5% |
| All | -37.7% | +23.9% | -61.6% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling