-37.7%
HIMS vs DLTR
+45.2%
-82.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.6% | -5.9% | +2.5% |
| 7D | -9.1% | +15.6% | -24.7% | -10.9% |
| 30D | -10.1% | +29.9% | -40.0% | -13.2% |
| 3M | -17.1% | +12.5% | -29.6% | -18.7% |
| 6M | -2.2% | +56.3% | -58.5% | -10.8% |
| YTD | -17.9% | +19.5% | -37.4% | -25.2% |
| 1Y | -37.7% | +44.0% | -81.7% | -49.9% |
| All | -37.7% | +45.2% | -82.9% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 1y: compounded portfolio wealth divided by compounded DLTR 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…
1y analysis · Full analysis span regression · 6 months rolling