-37.7%
HIMS vs DOCN
+110.0%
-147.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -7.2% | +10.9% | +5.6% |
| 7D | -9.1% | -20.0% | +11.0% | -3.7% |
| 30D | -10.1% | -38.8% | +28.6% | +1.8% |
| 3M | -17.1% | -34.8% | +17.7% | -8.5% |
| 6M | -2.2% | -22.8% | +20.5% | +0.6% |
| YTD | -17.9% | +74.6% | -92.5% | -41.5% |
| 1Y | -37.7% | +116.4% | -154.1% | -59.0% |
| All | -37.7% | +110.0% | -147.7% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 1y: compounded portfolio wealth divided by compounded DOCN 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…
1y analysis · Full analysis span regression · 6 months rolling