+197.3%
HIMS vs DT
-12.5%
+209.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.7% | +7.1% | +8.1% |
| 7D | -21.9% | -5.4% | -16.5% | -20.0% |
| 30D | -32.1% | -32.2% | +0.1% | -20.8% |
| 3M | -31.8% | -10.9% | -20.9% | -29.2% |
| 6M | -28.6% | +10.0% | -38.6% | -33.0% |
| YTD | -35.9% | +2.1% | -38.0% | -38.1% |
| 1Y | -47.6% | -5.5% | -42.1% | -47.1% |
| All | +197.3% | -12.5% | +209.8% | +221.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling