-21.3%
HIMS vs DXCM
+34.4%
-55.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.1% | -13.9% | -11.9% |
| 7D | -9.1% | -4.4% | -4.8% | -8.6% |
| 30D | -25.8% | -3.6% | -22.2% | -25.3% |
| 3M | -27.4% | -4.3% | -23.0% | -26.7% |
| All | -21.3% | +34.4% | -55.6% | -17.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling