+180.7%
HIMS vs DUK
+66.4%
+114.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | -0.7% | -0.7% | -0.1% | -0.8% |
| 30D | -8.2% | -2.4% | -5.8% | -8.5% |
| 3M | -4.7% | -3.0% | -1.7% | -5.0% |
| 6M | +6.3% | -6.6% | +12.8% | +5.8% |
| YTD | -15.3% | +4.6% | -19.8% | -14.9% |
| 1Y | -46.9% | +1.2% | -48.1% | -46.7% |
| 3Y | +321.3% | +45.7% | +275.6% | +319.7% |
| 5Y | +215.8% | +40.3% | +175.5% | +215.6% |
| All | +180.7% | +66.4% | +114.3% | +177.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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