+165.3%
HIMS vs DAL
+53.2%
+112.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.2% | +5.9% | +7.4% |
| 7D | -6.1% | +8.8% | -14.9% | -8.6% |
| 30D | -12.0% | +5.4% | -17.4% | -13.4% |
| 3M | -12.3% | -4.9% | -7.4% | -11.0% |
| 6M | -3.3% | +19.8% | -23.1% | -9.0% |
| YTD | -19.9% | +27.0% | -46.9% | -26.4% |
| 1Y | -37.4% | +52.5% | -89.8% | -45.7% |
| 3Y | +314.0% | +173.8% | +140.2% | +206.3% |
| 5Y | +212.1% | +104.5% | +107.6% | +138.7% |
| All | +165.3% | +53.2% | +112.1% | +102.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling