+181.9%
HIMS vs DKS
+44.7%
+137.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -1.0% |
| 7D | -24.1% | +6.3% | -30.4% | -26.0% |
| 30D | -28.8% | +9.3% | -38.1% | -31.4% |
| 3M | -31.4% | -25.3% | -6.1% | -25.7% |
| 6M | -18.3% | -29.2% | +10.9% | -10.3% |
| YTD | -39.2% | -22.7% | -16.5% | -35.8% |
| 1Y | -45.3% | -30.1% | -15.2% | -39.7% |
| 3Y | +181.9% | +45.6% | +136.2% | +129.3% |
| All | +181.9% | +44.7% | +137.2% | +129.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling