+112.3%
HIMS vs DOCN
+171.0%
-58.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.3% |
| 7D | -3.9% | +1.1% | -5.1% | -4.4% |
| 30D | -12.4% | -9.6% | -2.8% | -10.0% |
| 3M | -1.1% | -37.7% | +36.6% | +13.3% |
| 6M | +68.4% | +115.2% | -46.8% | +20.8% |
| YTD | -14.7% | +133.7% | -148.4% | -41.6% |
| 1Y | -42.4% | +250.2% | -292.6% | -65.9% |
| 3Y | +304.5% | +320.3% | -15.8% | +108.2% |
| 5Y | +237.5% | +53.1% | +184.4% | +106.8% |
| All | +112.3% | +171.0% | -58.7% | -7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling