+246.0%
HIMS vs DOCN
+209.7%
+36.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +8.0% | -19.8% | -14.2% |
| 7D | -9.1% | -12.8% | +3.7% | -5.8% |
| 30D | -25.8% | -41.9% | +16.1% | -13.4% |
| 3M | -27.4% | -36.9% | +9.5% | -18.4% |
| 6M | -18.9% | -52.2% | +33.4% | -2.1% |
| YTD | -29.4% | +62.7% | -92.1% | -46.8% |
| 1Y | -44.1% | +58.2% | -102.3% | -57.6% |
| 3Y | +246.0% | +219.5% | +26.5% | +131.4% |
| All | +246.0% | +209.7% | +36.3% | +131.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling