+331.4%
HIMS vs DFNS
-99.9%
+431.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.4% | +1.7% |
| 7D | -0.9% | +0.8% | -1.7% | -1.0% |
| 30D | -10.8% | -73.2% | +62.4% | -10.6% |
| 3M | +3.7% | -72.4% | +76.1% | +3.1% |
| 6M | +79.0% | -95.2% | +174.2% | +78.1% |
| YTD | -13.2% | -98.0% | +84.7% | -13.7% |
| 1Y | -43.3% | -98.3% | +55.0% | -43.5% |
| 3Y | +331.4% | -99.9% | +431.3% | +319.3% |
| All | +331.4% | -99.9% | +431.3% | +319.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling