+180.7%
HIMS vs DTE
+53.0%
+127.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.3% |
| 7D | -0.7% | -2.6% | +1.9% | -0.5% |
| 30D | -8.2% | -4.4% | -3.8% | -7.9% |
| 3M | -4.7% | -8.3% | +3.6% | -4.3% |
| 6M | +6.3% | -8.1% | +14.4% | +6.7% |
| YTD | -15.3% | +4.4% | -19.7% | -16.4% |
| 1Y | -46.9% | +0.2% | -47.0% | -47.2% |
| 3Y | +321.3% | +42.6% | +278.7% | +303.7% |
| 5Y | +215.8% | +31.5% | +184.4% | +204.5% |
| All | +180.7% | +53.0% | +127.7% | +166.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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