+187.4%
HIMS vs DLTR
+10.9%
+176.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.6% | +7.3% | +2.5% |
| 7D | -0.9% | -5.8% | +4.9% | -0.1% |
| 30D | -10.8% | -5.2% | -5.6% | -10.3% |
| 3M | +3.7% | +15.2% | -11.5% | +1.1% |
| 6M | +79.0% | +7.1% | +71.8% | +75.6% |
| YTD | -13.2% | +0.8% | -14.1% | -14.4% |
| 1Y | -43.3% | +24.8% | -68.0% | -45.9% |
| 3Y | +331.4% | +6.9% | +324.5% | +306.6% |
| 5Y | +230.2% | +33.2% | +197.0% | +218.9% |
| All | +187.4% | +10.9% | +176.6% | +176.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling