+182.8%
HIMS vs DOC
-13.5%
+196.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.1% |
| 7D | -3.9% | -1.5% | -2.4% | -3.6% |
| 30D | -12.4% | -4.8% | -7.7% | -11.3% |
| 3M | -1.1% | +6.9% | -8.0% | -3.0% |
| 6M | +68.4% | +20.7% | +47.7% | +59.6% |
| YTD | -14.7% | +34.1% | -48.8% | -21.3% |
| 1Y | -42.4% | +22.6% | -65.0% | -45.7% |
| 3Y | +304.5% | +20.8% | +283.7% | +279.9% |
| 5Y | +237.5% | -24.9% | +262.4% | +236.1% |
| All | +182.8% | -13.5% | +196.2% | +177.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling