-37.7%
HIMS vs DKS
-29.5%
-8.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.7% | -4.0% | +2.3% |
| 7D | -9.1% | +8.4% | -17.5% | -10.5% |
| 30D | -10.1% | +7.7% | -17.8% | -11.5% |
| 3M | -17.1% | -25.8% | +8.6% | -11.1% |
| 6M | -2.2% | -31.0% | +28.8% | +6.0% |
| YTD | -17.9% | -23.8% | +5.9% | -14.6% |
| 1Y | -37.7% | -29.8% | -7.9% | -34.9% |
| All | -37.7% | -29.5% | -8.2% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 1y: compounded portfolio wealth divided by compounded DKS 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…
1y analysis · Full analysis span regression · 6 months rolling