+170.3%
HIMS vs DECK
+24.2%
+146.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.6% | +10.4% | +9.3% |
| 7D | -21.9% | -0.8% | -21.1% | -21.9% |
| 30D | -32.1% | +4.9% | -37.0% | -33.4% |
| 3M | -31.8% | -5.8% | -26.0% | -30.8% |
| 6M | -28.6% | -8.6% | -20.0% | -27.2% |
| YTD | -35.9% | -14.7% | -21.2% | -34.2% |
| 1Y | -47.6% | +6.9% | -54.5% | -51.2% |
| 3Y | +205.6% | -16.2% | +221.8% | +173.1% |
| 5Y | +170.3% | +25.3% | +145.0% | +77.7% |
| All | +170.3% | +24.2% | +146.1% | +77.7% |
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