+197.3%
HIMS vs DLR
+55.0%
+142.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.1% | +8.6% | +8.7% |
| 7D | -21.9% | -2.0% | -19.9% | -20.9% |
| 30D | -32.1% | +0.5% | -32.6% | -32.3% |
| 3M | -31.8% | -4.4% | -27.4% | -29.9% |
| 6M | -28.6% | -6.4% | -22.1% | -26.6% |
| YTD | -35.9% | +19.5% | -55.4% | -45.9% |
| 1Y | -47.6% | +10.5% | -58.2% | -52.7% |
| All | +197.3% | +55.0% | +142.2% | +115.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling