+112.3%
HIMS vs DAR
+168.0%
-55.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.1% | +3.7% | +7.7% |
| 7D | -21.9% | +3.6% | -25.5% | -22.5% |
| 30D | -32.1% | -11.3% | -20.8% | -30.5% |
| 3M | -31.8% | -13.1% | -18.7% | -30.3% |
| 6M | -28.6% | -15.1% | -13.5% | -26.9% |
| YTD | -35.9% | +50.5% | -86.4% | -43.1% |
| 1Y | -47.6% | +57.9% | -105.6% | -54.1% |
| 3Y | +205.6% | +28.9% | +176.6% | +172.4% |
| 5Y | +170.3% | -31.4% | +201.7% | +171.1% |
| All | +112.3% | +168.0% | -55.6% | +97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling