+187.4%
HIMS vs D
+14.7%
+172.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | -0.9% | +0.8% | -1.7% | -1.0% |
| 30D | -10.8% | -0.7% | -10.1% | -10.8% |
| 3M | +3.7% | +2.1% | +1.6% | +3.6% |
| 6M | +79.0% | +6.8% | +72.1% | +78.3% |
| YTD | -13.2% | +16.5% | -29.8% | -14.3% |
| 1Y | -43.3% | +19.2% | -62.4% | -44.0% |
| 3Y | +331.4% | +61.9% | +269.5% | +307.9% |
| 5Y | +230.2% | +6.5% | +223.7% | +219.3% |
| All | +187.4% | +14.7% | +172.7% | +175.3% |
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