-42.4%
HIMS vs TCOM
-42.5%
+0.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -3.9% | -9.5% | +5.6% | -0.7% |
| 30D | -12.4% | -10.7% | -1.7% | -9.2% |
| 3M | -1.1% | -14.6% | +13.6% | +3.6% |
| 6M | +68.4% | -19.3% | +87.8% | +80.5% |
| YTD | -14.7% | -42.9% | +28.3% | +1.4% |
| 1Y | -42.4% | -43.8% | +1.4% | -29.4% |
| All | -42.4% | -42.5% | +0.1% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling