+180.7%
HIMS vs DE
+351.3%
-170.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -0.7% | -2.6% | +1.8% | +0.1% |
| 30D | -8.2% | +9.0% | -17.2% | -10.9% |
| 3M | -4.7% | +19.1% | -23.9% | -10.4% |
| 6M | +6.3% | +14.4% | -8.1% | +0.8% |
| YTD | -15.3% | +45.9% | -61.2% | -26.9% |
| 1Y | -46.9% | +43.6% | -90.5% | -54.0% |
| 3Y | +321.3% | +75.9% | +245.4% | +246.5% |
| 5Y | +215.8% | +98.8% | +117.1% | +150.7% |
| All | +180.7% | +351.3% | -170.6% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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