+210.1%
HIMS vs DLTR
+30.4%
+179.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | -0.7% | -10.1% | +9.4% | +1.3% |
| 30D | -8.2% | -8.1% | -0.1% | -7.0% |
| 3M | -4.7% | +2.9% | -7.6% | -5.9% |
| 6M | +6.3% | +4.3% | +2.0% | +4.2% |
| YTD | -15.3% | -3.9% | -11.3% | -16.1% |
| 1Y | -46.9% | +18.9% | -65.7% | -49.9% |
| 3Y | +321.3% | +1.9% | +319.4% | +293.2% |
| All | +210.1% | +30.4% | +179.8% | +199.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling