+184.7%
HIMS vs DXCM
+130.5%
+54.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -2.7% | -6.5% | +3.8% | -0.8% |
| 30D | -12.2% | -4.3% | -7.9% | -11.1% |
| 3M | -3.7% | +7.3% | -11.0% | -6.5% |
| 6M | +25.9% | +22.0% | +3.9% | +16.7% |
| YTD | -14.1% | +26.4% | -40.5% | -21.0% |
| 1Y | -41.6% | +7.0% | -48.6% | -44.2% |
| 3Y | +327.3% | -19.6% | +346.9% | +318.3% |
| 5Y | +207.9% | -39.3% | +247.2% | +207.4% |
| All | +184.7% | +130.5% | +54.2% | +164.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling