-47.6%
HIMS vs DASH
-11.9%
-35.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.8% | +8.8% |
| 7D | -21.9% | -10.2% | -11.7% | -17.9% |
| 30D | -32.1% | -8.2% | -23.9% | -29.4% |
| 3M | -31.8% | -15.9% | -15.9% | -27.0% |
| 6M | -28.6% | +13.3% | -41.9% | -35.2% |
| YTD | -35.9% | -21.3% | -14.6% | -33.4% |
| 1Y | -47.6% | -11.1% | -36.5% | -47.1% |
| All | -47.6% | -11.9% | -35.8% | -47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling