+187.4%
HIMS vs DT
+133.1%
+54.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +2.8% |
| 7D | -0.9% | -4.9% | +3.9% | +0.8% |
| 30D | -10.8% | +2.7% | -13.5% | -12.0% |
| 3M | +3.7% | +20.0% | -16.3% | -4.1% |
| 6M | +79.0% | +28.0% | +50.9% | +59.3% |
| YTD | -13.2% | +16.0% | -29.3% | -20.5% |
| 1Y | -43.3% | +0.7% | -44.0% | -45.0% |
| 3Y | +331.4% | +6.2% | +325.2% | +309.4% |
| 5Y | +230.2% | -28.1% | +258.4% | +229.8% |
| All | +187.4% | +133.1% | +54.3% | +158.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling