+184.7%
HIMS vs DGX
+156.8%
+27.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | -2.7% | -2.2% | -0.5% | -2.2% |
| 30D | -12.2% | -0.9% | -11.3% | -11.9% |
| 3M | -3.7% | +15.6% | -19.3% | -6.8% |
| 6M | +25.9% | +17.8% | +8.1% | +21.1% |
| YTD | -14.1% | +37.5% | -51.5% | -20.9% |
| 1Y | -41.6% | +31.2% | -72.8% | -45.6% |
| 3Y | +327.3% | +96.6% | +230.7% | +256.2% |
| 5Y | +207.9% | +64.9% | +143.0% | +162.8% |
| All | +184.7% | +156.8% | +27.9% | +129.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling