+112.3%
HIMS vs DRI
+123.2%
-10.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.1% | +8.7% | +8.8% |
| 7D | -21.9% | -0.7% | -21.2% | -21.8% |
| 30D | -32.1% | +14.7% | -46.8% | -34.2% |
| 3M | -31.8% | +5.4% | -37.2% | -32.8% |
| 6M | -28.6% | +18.8% | -47.4% | -31.9% |
| YTD | -35.9% | +28.4% | -64.3% | -40.2% |
| 1Y | -47.6% | +37.7% | -85.3% | -52.0% |
| 3Y | +205.6% | +68.0% | +137.6% | +169.2% |
| 5Y | +170.3% | +78.8% | +91.5% | +132.8% |
| All | +112.3% | +123.2% | -10.9% | +72.7% |
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