+181.9%
HIMS vs DBX
+26.6%
+155.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -24.1% | -3.3% | -20.9% | -22.5% |
| 30D | -28.8% | -5.9% | -23.0% | -26.3% |
| 3M | -31.4% | -6.7% | -24.7% | -29.3% |
| 6M | -18.3% | +28.0% | -46.2% | -32.3% |
| YTD | -39.2% | +20.6% | -59.8% | -48.5% |
| 1Y | -45.3% | +10.3% | -55.6% | -50.5% |
| 3Y | +181.9% | +24.0% | +157.8% | +150.1% |
| All | +181.9% | +26.6% | +155.3% | +150.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling