+101.3%
HIMS vs DECK
+244.8%
-143.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.8% |
| 7D | -24.1% | +0.1% | -24.2% | -24.3% |
| 30D | -28.8% | +4.8% | -33.7% | -29.9% |
| 3M | -31.4% | -6.9% | -24.5% | -30.3% |
| 6M | -18.3% | -7.6% | -10.7% | -17.3% |
| YTD | -39.2% | -16.3% | -23.0% | -37.5% |
| 1Y | -45.3% | +4.5% | -49.7% | -47.6% |
| 3Y | +181.9% | -17.1% | +199.0% | +173.2% |
| 5Y | +166.6% | +21.9% | +144.7% | +110.4% |
| All | +101.3% | +244.8% | -143.4% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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