+210.1%
HIMS vs DVN
+120.4%
+89.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | +0.2% |
| 7D | -0.7% | +4.5% | -5.2% | -1.8% |
| 30D | -8.2% | +12.0% | -20.2% | -10.6% |
| 3M | -4.7% | +13.4% | -18.1% | -8.3% |
| 6M | +6.3% | +12.1% | -5.8% | +1.3% |
| YTD | -15.3% | +38.8% | -54.1% | -24.7% |
| 1Y | -46.9% | +46.0% | -92.9% | -53.8% |
| 3Y | +321.3% | +9.5% | +311.8% | +288.0% |
| All | +210.1% | +120.4% | +89.8% | +138.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 5y: compounded portfolio wealth divided by compounded DVN 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…
5y analysis · Full analysis span regression · 6 months rolling