+101.3%
HIMS vs D
+17.2%
+84.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -24.1% | -1.4% | -22.7% | -24.1% |
| 30D | -28.8% | +7.7% | -36.6% | -28.9% |
| 3M | -31.4% | -0.3% | -31.1% | -31.4% |
| 6M | -18.3% | +10.1% | -28.3% | -18.6% |
| YTD | -39.2% | +19.1% | -58.3% | -40.0% |
| 1Y | -45.3% | +15.9% | -61.2% | -45.8% |
| 3Y | +181.9% | +75.0% | +106.9% | +166.1% |
| 5Y | +166.6% | +13.4% | +153.2% | +157.6% |
| All | +101.3% | +17.2% | +84.1% | +92.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling