+327.3%
HIMS vs DT
+6.3%
+321.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -2.7% | -0.5% | -2.2% | -2.7% |
| 30D | -12.2% | +0.1% | -12.2% | -12.5% |
| 3M | -3.7% | +24.1% | -27.8% | -13.3% |
| 6M | +25.9% | +30.1% | -4.2% | +8.9% |
| YTD | -14.1% | +16.8% | -30.8% | -21.4% |
| 1Y | -41.6% | -0.1% | -41.5% | -41.4% |
| All | +327.3% | +6.3% | +321.0% | +299.8% |
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