-41.6%
HIMS vs DFNS
-98.3%
+56.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.7% | -0.8% |
| 7D | -2.7% | +4.6% | -7.4% | -2.9% |
| 30D | -12.2% | -73.9% | +61.7% | -9.3% |
| 3M | -3.7% | -71.7% | +68.0% | -0.6% |
| 6M | +25.9% | -94.6% | +120.5% | +49.8% |
| YTD | -14.1% | -98.1% | +84.0% | +15.7% |
| All | -41.6% | -98.3% | +56.7% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling