+173.3%
HIMS vs DASH
+105.6%
+67.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.5% | -15.1% | -15.7% |
| 7D | -25.6% | -2.8% | -22.8% | -24.1% |
| 30D | -38.1% | -9.3% | -28.8% | -34.6% |
| 3M | -39.8% | -15.1% | -24.7% | -34.5% |
| 6M | -32.3% | +8.7% | -41.1% | -38.5% |
| YTD | -41.1% | -21.3% | -19.8% | -33.6% |
| 1Y | -53.4% | -12.7% | -40.7% | -51.8% |
| All | +173.3% | +105.6% | +67.7% | +76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling