+59.5%
HIMS vs DOCN
+110.0%
-50.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +9.6% | -0.8% | +5.6% |
| 7D | -21.9% | +3.7% | -25.7% | -23.3% |
| 30D | -32.1% | -33.7% | +1.6% | -23.4% |
| 3M | -31.8% | -27.9% | -3.9% | -26.2% |
| 6M | -28.6% | -46.4% | +17.9% | -16.0% |
| YTD | -35.9% | +81.1% | -117.0% | -53.4% |
| 1Y | -47.6% | +74.3% | -121.9% | -61.4% |
| 3Y | +205.6% | +245.8% | -40.3% | +65.1% |
| 5Y | +170.3% | -23.7% | +194.0% | +106.2% |
| All | +59.5% | +110.0% | -50.5% | -25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling