+180.7%
HIMS vs DBX
+78.5%
+102.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.4% |
| 7D | -0.7% | +2.1% | -2.8% | -1.7% |
| 30D | -8.2% | +5.7% | -13.9% | -10.9% |
| 3M | -4.7% | +31.8% | -36.5% | -17.0% |
| 6M | +6.3% | +37.5% | -31.2% | -10.0% |
| YTD | -15.3% | +27.9% | -43.2% | -26.3% |
| 1Y | -46.9% | +15.0% | -61.9% | -51.7% |
| 3Y | +321.3% | +27.2% | +294.1% | +269.0% |
| 5Y | +215.8% | +12.8% | +203.1% | +167.9% |
| All | +180.7% | +78.5% | +102.2% | +131.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling