+180.7%
HIMS vs DG
-12.0%
+192.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.1% |
| 7D | -0.7% | -6.5% | +5.8% | 0.0% |
| 30D | -8.2% | +4.2% | -12.4% | -8.6% |
| 3M | -4.7% | +9.5% | -14.2% | -6.0% |
| 6M | +6.3% | -13.1% | +19.4% | +7.4% |
| YTD | -15.3% | -4.8% | -10.4% | -15.3% |
| 1Y | -46.9% | +20.6% | -67.5% | -48.2% |
| 3Y | +321.3% | +4.9% | +316.3% | +310.1% |
| 5Y | +215.8% | -37.9% | +253.7% | +241.2% |
| All | +180.7% | -12.0% | +192.8% | +201.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling