+184.7%
HIMS vs DRI
+102.5%
+82.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.6% |
| 7D | -2.7% | -4.8% | +2.1% | -1.6% |
| 30D | -12.2% | -3.9% | -8.3% | -11.5% |
| 3M | -3.7% | +5.1% | -8.8% | -5.4% |
| 6M | +25.9% | +5.5% | +20.4% | +23.6% |
| YTD | -14.1% | +16.5% | -30.5% | -17.9% |
| 1Y | -41.6% | +2.0% | -43.6% | -42.7% |
| 3Y | +327.3% | +54.5% | +272.8% | +284.0% |
| 5Y | +207.9% | +66.6% | +141.4% | +170.8% |
| All | +184.7% | +102.5% | +82.2% | +136.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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