+187.4%
HIMS vs DVA
+196.0%
-8.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.1% |
| 7D | -0.9% | +2.2% | -3.2% | -1.4% |
| 30D | -10.8% | -2.0% | -8.8% | -10.6% |
| 3M | +3.7% | -6.3% | +9.9% | +4.2% |
| 6M | +79.0% | +19.4% | +59.5% | +68.9% |
| YTD | -13.2% | +58.5% | -71.7% | -24.5% |
| 1Y | -43.3% | +33.9% | -77.1% | -48.4% |
| 3Y | +331.4% | +88.4% | +242.9% | +285.5% |
| 5Y | +230.2% | +39.5% | +190.7% | +197.5% |
| All | +187.4% | +196.0% | -8.6% | +151.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling