+314.0%
HIMS vs DASH
+94.3%
+219.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.1% | +8.2% | +8.2% |
| 7D | -6.1% | +0.4% | -6.4% | -6.9% |
| 30D | -12.0% | -6.0% | -5.9% | -9.0% |
| 3M | -12.3% | -15.8% | +3.4% | -4.2% |
| 6M | -3.3% | +7.0% | -10.2% | -11.7% |
| YTD | -19.9% | -20.7% | +0.7% | -10.3% |
| 1Y | -37.4% | -8.5% | -28.8% | -37.6% |
| 3Y | +314.0% | +101.8% | +212.2% | +156.7% |
| All | +314.0% | +94.3% | +219.8% | +156.7% |
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