+321.3%
HIMS vs DVA
+89.6%
+231.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | -0.7% | -1.3% | +0.6% | -0.3% |
| 30D | -8.2% | 0.0% | -8.2% | -8.5% |
| 3M | -4.7% | -10.9% | +6.2% | -2.4% |
| 6M | +6.3% | +17.3% | -11.0% | -5.1% |
| YTD | -15.3% | +59.8% | -75.1% | -37.5% |
| 1Y | -46.9% | +36.3% | -83.1% | -56.5% |
| 3Y | +321.3% | +88.6% | +232.7% | +219.0% |
| All | +321.3% | +89.6% | +231.7% | +219.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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