+162.7%
HIMS vs DFNS
-99.9%
+262.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | -3.9% | -16.0% | +12.1% | -3.9% |
| 30D | -12.4% | -77.7% | +65.2% | -12.2% |
| 3M | -1.1% | -77.2% | +76.1% | -1.6% |
| 6M | +68.4% | -95.2% | +163.6% | +67.6% |
| YTD | -14.7% | -98.0% | +83.3% | -15.1% |
| 1Y | -42.4% | -98.3% | +55.9% | -42.6% |
| 3Y | +304.5% | -99.9% | +404.4% | +293.6% |
| 5Y | +237.5% | -99.9% | +337.4% | +207.2% |
| All | +162.7% | -99.9% | +262.5% | +138.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling