+207.9%
HIMS vs DT
-28.0%
+235.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.3% |
| 7D | -2.7% | -0.5% | -2.2% | -2.6% |
| 30D | -12.2% | +0.1% | -12.2% | -12.6% |
| 3M | -3.7% | +24.1% | -27.8% | -15.0% |
| 6M | +25.9% | +30.1% | -4.2% | +6.1% |
| YTD | -14.1% | +16.8% | -30.8% | -24.2% |
| 1Y | -41.6% | -0.1% | -41.5% | -43.7% |
| 3Y | +327.3% | +6.8% | +320.4% | +291.9% |
| 5Y | +207.9% | -28.4% | +236.3% | +205.6% |
| All | +207.9% | -28.0% | +235.9% | +205.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling