+164.5%
HIMS vs DFNS
-99.9%
+264.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.7% | -0.9% |
| 7D | -2.7% | +4.6% | -7.4% | -2.7% |
| 30D | -12.2% | -73.9% | +61.7% | -11.9% |
| 3M | -3.7% | -71.7% | +68.0% | -4.3% |
| 6M | +25.9% | -94.6% | +120.5% | +25.3% |
| YTD | -14.1% | -98.1% | +84.0% | -14.5% |
| 1Y | -41.6% | -98.3% | +56.7% | -41.8% |
| 3Y | +327.3% | -99.9% | +427.1% | +316.2% |
| 5Y | +207.9% | -99.9% | +307.8% | +181.0% |
| All | +164.5% | -99.9% | +264.3% | +140.2% |
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