+182.8%
HIMS vs DG
-6.0%
+188.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.6% |
| 7D | -3.9% | +8.4% | -12.3% | -4.8% |
| 30D | -12.4% | +4.9% | -17.4% | -12.9% |
| 3M | -1.1% | +29.3% | -30.4% | -4.1% |
| 6M | +68.4% | -11.3% | +79.7% | +69.8% |
| YTD | -14.7% | +1.8% | -16.4% | -15.3% |
| 1Y | -42.4% | +25.3% | -67.7% | -44.1% |
| 3Y | +304.5% | +9.1% | +295.4% | +293.2% |
| 5Y | +237.5% | -34.9% | +272.4% | +262.3% |
| All | +182.8% | -6.0% | +188.7% | +201.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling