+302.2%
HIMS vs DASH
+152.1%
+150.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +2.5% |
| 7D | -3.9% | -10.6% | +6.6% | +2.8% |
| 30D | -12.4% | +2.2% | -14.6% | -14.4% |
| 3M | -1.1% | +32.3% | -33.3% | -18.3% |
| 6M | +68.4% | +19.1% | +49.3% | +47.0% |
| YTD | -14.7% | -6.5% | -8.1% | -13.2% |
| 1Y | -42.4% | -14.9% | -27.5% | -38.4% |
| All | +302.2% | +152.1% | +150.1% | +157.0% |
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