+207.9%
HIMS vs DG
-39.5%
+247.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.6% |
| 7D | -2.7% | -4.8% | +2.1% | -2.2% |
| 30D | -12.2% | +1.8% | -13.9% | -12.4% |
| 3M | -3.7% | +14.5% | -18.2% | -5.7% |
| 6M | +25.9% | -13.6% | +39.5% | +27.5% |
| YTD | -14.1% | -4.8% | -9.2% | -14.1% |
| 1Y | -41.6% | +21.6% | -63.2% | -43.4% |
| 3Y | +327.3% | +4.5% | +322.8% | +314.4% |
| 5Y | +207.9% | -38.5% | +246.4% | +239.2% |
| All | +207.9% | -39.5% | +247.5% | +239.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling