-37.7%
HIMS vs DG
+45.3%
-83.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.5% | -4.8% | +2.0% |
| 7D | -9.1% | +12.3% | -21.3% | -11.4% |
| 30D | -10.1% | +19.3% | -29.4% | -13.6% |
| 3M | -17.1% | +11.9% | -29.0% | -19.3% |
| 6M | -2.2% | +25.0% | -27.2% | -8.5% |
| YTD | -17.9% | +8.7% | -26.6% | -22.1% |
| 1Y | -37.7% | +44.7% | -82.4% | -49.2% |
| All | -37.7% | +45.3% | -83.0% | -49.2% |
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