+327.3%
HIMS vs DBX
+23.5%
+303.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -2.2% |
| 7D | -2.7% | +0.3% | -3.0% | -3.1% |
| 30D | -12.2% | 0.0% | -12.2% | -12.7% |
| 3M | -3.7% | +26.1% | -29.8% | -18.1% |
| 6M | +25.9% | +29.4% | -3.5% | +3.3% |
| YTD | -14.1% | +24.4% | -38.5% | -27.9% |
| 1Y | -41.6% | +10.9% | -52.5% | -47.3% |
| All | +327.3% | +23.5% | +303.7% | +253.5% |
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