+207.9%
HIMS vs DLR
+40.9%
+167.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -0.8% |
| 7D | -2.7% | +2.9% | -5.6% | -4.5% |
| 30D | -12.2% | -1.2% | -11.0% | -11.7% |
| 3M | -3.7% | +2.9% | -6.7% | -7.6% |
| 6M | +25.9% | +6.7% | +19.2% | +18.6% |
| YTD | -14.1% | +23.9% | -37.9% | -26.9% |
| 1Y | -41.6% | +18.6% | -60.3% | -48.8% |
| 3Y | +327.3% | +59.7% | +267.6% | +216.1% |
| 5Y | +207.9% | +42.1% | +165.9% | +144.9% |
| All | +207.9% | +40.9% | +167.0% | +144.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling