+182.8%
HIMS vs DXCM
+141.5%
+41.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.2% |
| 7D | -3.9% | -3.2% | -0.7% | -2.9% |
| 30D | -12.4% | +6.3% | -18.8% | -14.1% |
| 3M | -1.1% | +21.1% | -22.2% | -7.4% |
| 6M | +68.4% | +20.6% | +47.9% | +57.0% |
| YTD | -14.7% | +32.4% | -47.1% | -22.6% |
| 1Y | -42.4% | +8.8% | -51.2% | -45.2% |
| 3Y | +304.5% | -13.7% | +318.3% | +287.5% |
| 5Y | +237.5% | -35.2% | +272.7% | +231.5% |
| All | +182.8% | +141.5% | +41.2% | +158.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling