-46.9%
HIMS vs DKS
-38.6%
-8.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-11 to 2026-09-11.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.2% |
| 7D | -0.7% | -2.0% | +1.3% | -0.4% |
| 30D | -8.2% | -32.7% | +24.5% | +0.3% |
| 3M | -4.7% | -38.8% | +34.1% | +7.8% |
| 6M | +6.3% | -29.4% | +35.7% | +12.5% |
| YTD | -15.3% | -30.3% | +15.0% | -9.6% |
| 1Y | -46.9% | -39.6% | -7.3% | -42.5% |
| All | -46.9% | -38.6% | -8.2% | -42.5% |
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 2025-09-11 to 2026-09-11: 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…
2025-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling