+188.8%
HIMS vs DOC
-22.1%
+210.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -0.2% | -9.5% | -9.6% |
| 7D | -18.9% | +6.2% | -25.1% | -21.3% |
| 30D | -18.4% | +6.5% | -24.8% | -20.9% |
| 3M | -24.0% | -6.2% | -17.7% | -21.7% |
| 6M | -8.6% | +25.6% | -34.2% | -20.3% |
| YTD | -25.9% | +32.1% | -58.0% | -37.0% |
| 1Y | -45.0% | +20.3% | -65.3% | -50.8% |
| 3Y | +271.3% | +42.7% | +228.6% | +194.0% |
| 5Y | +188.8% | -22.2% | +211.0% | +256.9% |
| All | +188.8% | -22.1% | +210.9% | +256.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling