-42.4%
HIMS vs DG
+23.4%
-65.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.7% |
| 7D | -3.9% | +8.4% | -12.3% | -5.5% |
| 30D | -12.4% | +4.9% | -17.4% | -13.4% |
| 3M | -1.1% | +29.3% | -30.4% | -7.8% |
| 6M | +68.4% | -11.3% | +79.7% | +71.8% |
| YTD | -14.7% | +1.8% | -16.4% | -16.9% |
| 1Y | -42.4% | +25.3% | -67.7% | -47.9% |
| All | -42.4% | +23.4% | -65.8% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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