+180.7%
HIMS vs DLR
+87.7%
+93.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.5% | -0.5% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -8.2% | -4.3% | -3.9% | -6.6% |
| 3M | -4.7% | +3.8% | -8.5% | -7.4% |
| 6M | +6.3% | +5.8% | +0.5% | +3.0% |
| YTD | -15.3% | +23.5% | -38.8% | -22.9% |
| 1Y | -46.9% | +11.1% | -57.9% | -49.4% |
| 3Y | +321.3% | +57.9% | +263.4% | +261.6% |
| 5Y | +215.8% | +44.0% | +171.9% | +165.6% |
| All | +180.7% | +87.7% | +93.0% | +135.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling