+187.4%
HIMS vs DVN
+171.3%
+16.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | -0.9% | -1.3% | +0.4% | -0.8% |
| 30D | -10.8% | +12.6% | -23.4% | -12.1% |
| 3M | +3.7% | +8.1% | -4.4% | +2.2% |
| 6M | +79.0% | +10.2% | +68.8% | +75.2% |
| YTD | -13.2% | +33.8% | -47.0% | -17.6% |
| 1Y | -43.3% | +43.9% | -87.1% | -46.8% |
| 3Y | +331.4% | +1.7% | +329.7% | +318.0% |
| 5Y | +230.2% | +119.6% | +110.6% | +206.8% |
| All | +187.4% | +171.3% | +16.1% | +155.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling