+97.3%
HIMS vs DFNS
-100.0%
+197.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +12.7% | -3.9% | +8.7% |
| 7D | -21.9% | -13.0% | -9.0% | -21.9% |
| 30D | -32.1% | -56.9% | +24.8% | -31.9% |
| 3M | -31.8% | -93.2% | +61.4% | -31.3% |
| 6M | -28.6% | -95.4% | +66.9% | -28.7% |
| YTD | -35.9% | -99.5% | +63.6% | -36.0% |
| 1Y | -47.6% | -99.6% | +52.0% | -47.7% |
| 3Y | +205.6% | -100.0% | +305.5% | +199.1% |
| 5Y | +170.3% | -100.0% | +270.2% | +148.0% |
| All | +97.3% | -100.0% | +197.2% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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