-37.7%
HIMS vs DXCM
+44.8%
-82.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.6% | -2.9% | +1.8% |
| 7D | -9.1% | +12.5% | -21.6% | -12.4% |
| 30D | -10.1% | +1.8% | -12.0% | -10.7% |
| 3M | -17.1% | +1.8% | -18.9% | -17.7% |
| 6M | -2.2% | +47.4% | -49.6% | -16.4% |
| YTD | -17.9% | +33.3% | -51.2% | -23.8% |
| 1Y | -37.7% | +44.6% | -82.3% | -43.9% |
| All | -37.7% | +44.8% | -82.5% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 1y: compounded portfolio wealth divided by compounded DXCM 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…
1y analysis · Full analysis span regression · 6 months rolling