+230.2%
HIMS vs DXCM
-38.1%
+268.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.5% | +3.1% |
| 7D | -0.9% | -6.2% | +5.3% | +1.5% |
| 30D | -10.8% | -0.3% | -10.6% | -10.9% |
| 3M | +3.7% | +10.3% | -6.6% | -1.2% |
| 6M | +79.0% | +24.1% | +54.8% | +61.5% |
| YTD | -13.2% | +27.4% | -40.6% | -22.4% |
| 1Y | -43.3% | +8.4% | -51.6% | -46.7% |
| 3Y | +331.4% | -19.0% | +350.4% | +312.9% |
| 5Y | +230.2% | -38.6% | +268.8% | +237.6% |
| All | +230.2% | -38.1% | +268.3% | +237.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling