+101.3%
HIMS vs DAL
+52.0%
+49.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.2% | 0.0% | -3.5% |
| 7D | -18.0% | +1.4% | -19.4% | -18.6% |
| 30D | -33.6% | +9.1% | -42.7% | -35.6% |
| 3M | -34.2% | -3.5% | -30.7% | -33.7% |
| 6M | -21.2% | +23.4% | -44.5% | -26.8% |
| YTD | -39.2% | +26.0% | -65.3% | -44.2% |
| 1Y | -49.4% | +44.6% | -94.1% | -55.6% |
| 3Y | +189.7% | +162.7% | +27.0% | +115.7% |
| 5Y | +166.6% | +113.0% | +53.6% | +103.0% |
| All | +101.3% | +52.0% | +49.3% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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