+222.2%
HIMS vs D
+5.6%
+216.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -3.9% | +1.5% | -5.4% | -3.9% |
| 30D | -12.4% | -2.6% | -9.9% | -12.4% |
| 3M | -1.1% | 0.0% | -1.1% | -1.2% |
| 6M | +68.4% | +7.4% | +61.1% | +67.3% |
| YTD | -14.7% | +15.9% | -30.5% | -16.3% |
| 1Y | -42.4% | +18.1% | -60.5% | -43.7% |
| 3Y | +304.5% | +58.4% | +246.1% | +260.9% |
| All | +222.2% | +5.6% | +216.6% | +191.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling