+327.3%
HIMS vs DKS
+27.5%
+299.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.2% |
| 7D | -2.7% | -2.9% | +0.2% | -1.8% |
| 30D | -12.2% | -37.7% | +25.5% | +2.6% |
| 3M | -3.7% | -38.9% | +35.2% | +13.0% |
| 6M | +25.9% | -31.1% | +57.0% | +39.4% |
| YTD | -14.1% | -31.8% | +17.7% | -4.5% |
| 1Y | -41.6% | -38.0% | -3.6% | -32.8% |
| All | +327.3% | +27.5% | +299.7% | +263.7% |
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