-44.1%
HIMS vs D
+16.2%
-60.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.5% | -11.2% | -12.1% |
| 7D | -9.1% | +0.8% | -9.9% | -8.8% |
| 30D | -25.8% | +10.7% | -36.5% | -19.8% |
| 3M | -27.4% | +2.3% | -29.7% | -26.2% |
| 6M | -18.9% | +12.5% | -31.3% | -10.2% |
| YTD | -29.4% | +20.1% | -49.4% | -22.5% |
| All | -44.1% | +16.2% | -60.3% | -37.5% |
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