+95.2%
HIMS vs DXCM
+119.6%
-24.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.4% | -15.2% | -16.2% |
| 7D | -25.6% | -3.7% | -21.9% | -24.8% |
| 30D | -38.1% | -5.0% | -33.1% | -37.4% |
| 3M | -39.8% | -8.8% | -31.0% | -38.4% |
| 6M | -32.3% | +31.9% | -64.2% | -38.9% |
| YTD | -41.1% | +20.4% | -61.5% | -45.2% |
| 1Y | -53.4% | +45.7% | -99.1% | -59.1% |
| 3Y | +180.9% | -15.0% | +195.9% | +171.2% |
| 5Y | +138.5% | -48.5% | +187.0% | +144.9% |
| All | +95.2% | +119.6% | -24.4% | +83.2% |
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