+166.6%
HIMS vs DD
+67.6%
+99.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.6% | -4.6% | -4.8% |
| 7D | -18.0% | +6.7% | -24.7% | -22.0% |
| 30D | -33.6% | +19.4% | -53.0% | -41.4% |
| 3M | -34.2% | +7.6% | -41.8% | -37.9% |
| 6M | -21.2% | +2.9% | -24.1% | -23.8% |
| YTD | -39.2% | +29.9% | -69.1% | -51.0% |
| 1Y | -49.4% | +28.6% | -78.1% | -59.0% |
| 3Y | +189.7% | +90.0% | +99.7% | +69.5% |
| 5Y | +166.6% | +68.1% | +98.5% | +63.1% |
| All | +166.6% | +67.6% | +99.1% | +63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling