+182.8%
HIMS vs DBX
+74.8%
+107.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.7% |
| 7D | -3.9% | -2.4% | -1.5% | -3.0% |
| 30D | -12.4% | -0.5% | -12.0% | -12.5% |
| 3M | -1.1% | +28.1% | -29.1% | -12.8% |
| 6M | +68.4% | +33.1% | +35.4% | +44.5% |
| YTD | -14.7% | +25.3% | -39.9% | -25.0% |
| 1Y | -42.4% | +18.3% | -60.8% | -48.3% |
| 3Y | +304.5% | +25.0% | +279.5% | +257.3% |
| 5Y | +237.5% | +7.5% | +230.0% | +189.8% |
| All | +182.8% | +74.8% | +107.9% | +136.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling