+165.3%
HIMS vs DOC
-14.2%
+179.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.7% | +7.4% | +7.9% |
| 7D | -6.1% | +6.5% | -12.5% | -7.6% |
| 30D | -12.0% | +9.2% | -21.1% | -14.0% |
| 3M | -12.3% | -2.5% | -9.8% | -11.8% |
| 6M | -3.3% | +7.1% | -10.3% | -5.4% |
| YTD | -19.9% | +33.0% | -52.9% | -26.1% |
| 1Y | -37.4% | +23.3% | -60.6% | -41.1% |
| 3Y | +314.0% | +44.9% | +269.1% | +275.7% |
| 5Y | +212.1% | -21.6% | +233.7% | +210.5% |
| All | +165.3% | -14.2% | +179.5% | +160.8% |
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