+184.7%
HIMS vs DAR
+233.9%
-49.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -2.7% | -0.2% | -2.6% | -2.7% |
| 30D | -12.2% | +7.4% | -19.6% | -13.8% |
| 3M | -3.7% | +15.7% | -19.4% | -7.4% |
| 6M | +25.9% | +30.0% | -4.1% | +17.5% |
| YTD | -14.1% | +87.5% | -101.6% | -26.8% |
| 1Y | -41.6% | +113.4% | -155.0% | -52.1% |
| 3Y | +327.3% | +15.3% | +312.0% | +293.8% |
| 5Y | +207.9% | -4.3% | +212.3% | +191.6% |
| All | +184.7% | +233.9% | -49.2% | +153.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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