+184.7%
HIMS vs DD
+63.0%
+121.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | +0.1% |
| 7D | -2.7% | -3.8% | +1.0% | -1.2% |
| 30D | -12.2% | -9.2% | -2.9% | -8.7% |
| 3M | -3.7% | -9.0% | +5.3% | +0.1% |
| 6M | +25.9% | -5.0% | +30.9% | +28.4% |
| YTD | -14.1% | +7.4% | -21.5% | -17.3% |
| 1Y | -41.6% | +35.1% | -76.7% | -48.9% |
| 3Y | +327.3% | +43.2% | +284.0% | +262.6% |
| 5Y | +207.9% | +59.6% | +148.3% | +152.4% |
| All | +184.7% | +63.0% | +121.7% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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