+180.7%
HIMS vs DGX
+156.3%
+24.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.1% |
| 7D | -0.7% | -0.9% | +0.2% | -0.5% |
| 30D | -8.2% | -1.2% | -7.1% | -7.9% |
| 3M | -4.7% | +15.8% | -20.5% | -7.8% |
| 6M | +6.3% | +18.2% | -11.9% | +2.2% |
| YTD | -15.3% | +37.2% | -52.5% | -22.0% |
| 1Y | -46.9% | +30.4% | -77.2% | -50.4% |
| 3Y | +321.3% | +96.7% | +224.6% | +251.1% |
| 5Y | +215.8% | +67.2% | +148.7% | +169.2% |
| All | +180.7% | +156.3% | +24.4% | +126.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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