-45.3%
HIMS vs DASH
-13.3%
-32.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | -24.1% | -4.5% | -19.6% | -22.4% |
| 30D | -28.8% | -6.8% | -22.0% | -26.6% |
| 3M | -31.4% | -20.7% | -10.7% | -24.5% |
| 6M | -18.3% | +15.1% | -33.3% | -26.2% |
| YTD | -39.2% | -24.3% | -15.0% | -35.9% |
| 1Y | -45.3% | -12.1% | -33.1% | -43.6% |
| All | -45.3% | -13.3% | -32.0% | -43.6% |
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