+93.6%
HIMS vs DOCS
-19.3%
+112.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.5% | +6.3% | +8.0% |
| 7D | -21.9% | -4.2% | -17.8% | -20.7% |
| 30D | -32.1% | +8.6% | -40.7% | -33.7% |
| 3M | -31.8% | +27.2% | -59.0% | -37.2% |
| 6M | -28.6% | +26.5% | -55.1% | -36.1% |
| YTD | -35.9% | -25.0% | -10.9% | -32.2% |
| 1Y | -47.6% | -37.0% | -10.7% | -41.6% |
| 3Y | +205.6% | +39.4% | +166.2% | +152.0% |
| 5Y | +170.3% | -56.7% | +226.9% | +176.5% |
| All | +93.6% | -19.3% | +112.9% | +92.9% |
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