+99.2%
HIMS vs DOCN
+74.7%
+24.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.5% | +5.5% | +7.2% |
| 7D | -6.1% | -19.2% | +13.1% | +0.5% |
| 30D | -12.0% | -43.1% | +31.1% | +5.0% |
| 3M | -12.3% | -40.7% | +28.4% | +1.7% |
| 6M | -3.3% | -55.0% | +51.7% | +21.2% |
| YTD | -19.9% | +50.6% | -70.5% | -37.8% |
| 1Y | -37.4% | +54.0% | -91.3% | -51.8% |
| 3Y | +314.0% | +203.9% | +110.1% | +134.6% |
| 5Y | +212.1% | -29.4% | +241.5% | +145.2% |
| All | +99.2% | +74.7% | +24.6% | -0.9% |
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