+101.3%
HIMS vs DD
+96.0%
+5.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -24.1% | +5.0% | -29.1% | -25.9% |
| 30D | -28.8% | +19.7% | -48.5% | -34.1% |
| 3M | -31.4% | +7.2% | -38.6% | -33.7% |
| 6M | -18.3% | +1.0% | -19.3% | -19.2% |
| YTD | -39.2% | +29.1% | -68.3% | -46.0% |
| 1Y | -45.3% | +28.5% | -73.7% | -51.3% |
| 3Y | +181.9% | +89.4% | +92.4% | +114.4% |
| 5Y | +166.6% | +67.1% | +99.5% | +104.2% |
| All | +101.3% | +96.0% | +5.4% | +47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling