+180.0%
HIMS vs DT
+138.4%
+41.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.3% | -2.3% |
| 7D | -1.4% | -2.5% | +1.2% | -0.5% |
| 30D | -10.1% | +3.5% | -13.6% | -11.6% |
| 3M | -1.2% | +26.7% | -27.9% | -10.5% |
| 6M | +16.9% | +36.1% | -19.2% | +1.8% |
| YTD | -15.5% | +18.6% | -34.1% | -23.2% |
| 1Y | -42.6% | +7.9% | -50.5% | -45.8% |
| 3Y | +320.2% | +8.6% | +311.6% | +295.4% |
| 5Y | +215.0% | -26.7% | +241.7% | +211.9% |
| All | +180.0% | +138.4% | +41.6% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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