+222.2%
HIMS vs DECK
+25.5%
+196.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -1.9% | -1.0% |
| 7D | -3.9% | -2.2% | -1.7% | -3.1% |
| 30D | -12.4% | -13.6% | +1.1% | -7.9% |
| 3M | -1.1% | -21.2% | +20.2% | +7.1% |
| 6M | +68.4% | -21.1% | +89.5% | +81.8% |
| YTD | -14.7% | -17.2% | +2.6% | -11.1% |
| 1Y | -42.4% | -30.7% | -11.7% | -36.4% |
| 3Y | +304.5% | -3.4% | +307.9% | +235.4% |
| All | +222.2% | +25.5% | +196.7% | +96.7% |
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