+246.0%
HIMS vs DAR
+21.9%
+224.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +4.7% | -16.4% | -12.4% |
| 7D | -9.1% | -2.8% | -6.4% | -8.8% |
| 30D | -25.8% | -12.8% | -13.0% | -24.4% |
| 3M | -27.4% | -11.6% | -15.8% | -26.7% |
| 6M | -18.9% | -16.8% | -2.1% | -17.3% |
| YTD | -29.4% | +45.9% | -75.3% | -37.6% |
| 1Y | -44.1% | +61.5% | -105.6% | -52.0% |
| 3Y | +246.0% | +23.0% | +223.0% | +227.2% |
| All | +246.0% | +21.9% | +224.1% | +227.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling