+115.8%
HIMS vs DASH
-1.3%
+117.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.1% | +8.2% | +8.1% |
| 7D | -6.1% | +0.4% | -6.4% | -6.6% |
| 30D | -12.0% | -6.0% | -5.9% | -9.9% |
| 3M | -12.3% | -15.8% | +3.4% | -6.6% |
| 6M | -3.3% | +7.0% | -10.2% | -8.1% |
| YTD | -19.9% | -20.7% | +0.7% | -13.6% |
| 1Y | -37.4% | -8.5% | -28.8% | -36.8% |
| 3Y | +314.0% | +101.8% | +212.2% | +211.9% |
| 5Y | +212.1% | -9.6% | +221.7% | +156.1% |
| All | +115.8% | -1.3% | +117.0% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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