+99.7%
HIMS vs DASH
-1.1%
+100.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -9.4% | -0.4% | -5.6% |
| 7D | -18.9% | +0.5% | -19.4% | -19.4% |
| 30D | -18.4% | -7.1% | -11.3% | -16.0% |
| 3M | -24.0% | -13.2% | -10.8% | -20.2% |
| 6M | -8.6% | +8.3% | -16.9% | -13.6% |
| YTD | -25.9% | -20.6% | -5.3% | -20.1% |
| 1Y | -45.0% | -24.4% | -20.6% | -40.1% |
| 3Y | +271.3% | +94.5% | +176.8% | +183.4% |
| 5Y | +188.8% | -9.4% | +198.3% | +136.8% |
| All | +99.7% | -1.1% | +100.8% | +55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling