-46.9%
HIMS vs DBX
+15.5%
-62.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-11 to 2026-09-11.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.1% |
| 7D | -0.7% | +2.1% | -2.8% | -1.2% |
| 30D | -8.2% | +5.7% | -13.9% | -9.6% |
| 3M | -4.7% | +31.8% | -36.5% | -12.8% |
| 6M | +6.3% | +37.5% | -31.2% | -8.9% |
| YTD | -15.3% | +27.9% | -43.2% | -26.1% |
| 1Y | -46.9% | +15.0% | -61.9% | -54.1% |
| All | -46.9% | +15.5% | -62.4% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 2025-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded DBX 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…
2025-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling