+188.8%
HIMS vs DECK
+25.8%
+163.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -1.5% | -8.2% | -9.2% |
| 7D | -18.9% | +6.0% | -24.9% | -20.7% |
| 30D | -18.4% | +7.4% | -25.8% | -20.5% |
| 3M | -24.0% | -11.7% | -12.3% | -20.7% |
| 6M | -8.6% | -11.0% | +2.3% | -5.9% |
| YTD | -25.9% | -15.4% | -10.5% | -23.5% |
| 1Y | -45.0% | +7.2% | -52.2% | -48.7% |
| 3Y | +271.3% | -11.8% | +283.1% | +223.7% |
| 5Y | +188.8% | +24.3% | +164.5% | +75.8% |
| All | +188.8% | +25.8% | +163.1% | +75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling