+84.4%
HIMS vs DOCN
+70.4%
+14.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -15.9% | +6.1% | -4.5% |
| 7D | -18.9% | -29.3% | +10.4% | -9.4% |
| 30D | -18.4% | -46.0% | +27.7% | -0.9% |
| 3M | -24.0% | -43.2% | +19.2% | -10.6% |
| 6M | -8.6% | -53.7% | +45.1% | +13.4% |
| YTD | -25.9% | +46.9% | -72.8% | -42.0% |
| 1Y | -45.0% | +54.3% | -99.3% | -57.7% |
| 3Y | +271.3% | +185.5% | +85.8% | +114.8% |
| 5Y | +188.8% | -31.1% | +219.9% | +128.6% |
| All | +84.4% | +70.4% | +14.0% | -7.5% |
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