+87.0%
HIMS vs DFNS
-100.0%
+187.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -19.4% | +14.2% | -5.1% |
| 7D | -18.0% | -12.7% | -5.3% | -18.0% |
| 30D | -33.6% | -65.2% | +31.6% | -33.4% |
| 3M | -34.2% | -94.6% | +60.4% | -33.7% |
| 6M | -21.2% | -96.2% | +75.1% | -21.2% |
| YTD | -39.2% | -99.6% | +60.4% | -39.2% |
| 1Y | -49.4% | -99.7% | +50.3% | -49.4% |
| 3Y | +189.7% | -100.0% | +289.7% | +183.7% |
| 5Y | +166.6% | -100.0% | +266.6% | +145.0% |
| All | +87.0% | -100.0% | +187.0% | +70.6% |
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 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