+83.5%
HIMS vs DOCS
-19.0%
+102.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -24.1% | +2.6% | -26.7% | -24.7% |
| 30D | -28.8% | +11.4% | -40.3% | -31.1% |
| 3M | -31.4% | +25.4% | -56.8% | -36.5% |
| 6M | -18.3% | +42.5% | -60.8% | -29.6% |
| YTD | -39.2% | -24.7% | -14.5% | -35.8% |
| 1Y | -45.3% | -32.9% | -12.3% | -40.2% |
| 3Y | +181.9% | +39.6% | +142.2% | +132.3% |
| 5Y | +166.6% | -54.6% | +221.2% | +171.2% |
| All | +83.5% | -19.0% | +102.6% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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