+182.8%
HIMS vs DLR
+87.5%
+95.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -3.9% | +1.6% | -5.5% | -4.6% |
| 30D | -12.4% | -3.4% | -9.1% | -11.3% |
| 3M | -1.1% | +0.5% | -1.6% | -2.4% |
| 6M | +68.4% | +4.6% | +63.9% | +64.4% |
| YTD | -14.7% | +23.4% | -38.1% | -22.3% |
| 1Y | -42.4% | +19.0% | -61.4% | -46.7% |
| 3Y | +304.5% | +56.5% | +248.0% | +248.0% |
| 5Y | +237.5% | +33.3% | +204.2% | +183.6% |
| All | +182.8% | +87.5% | +95.2% | +137.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling