+327.3%
HIMS vs TCOM
+8.5%
+318.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.3% | 0.0% |
| 7D | -2.7% | -10.2% | +7.5% | +0.4% |
| 30D | -12.2% | -16.8% | +4.6% | -7.3% |
| 3M | -3.7% | -16.7% | +13.0% | +0.9% |
| 6M | +25.9% | -27.1% | +53.0% | +37.5% |
| YTD | -14.1% | -45.5% | +31.4% | +1.5% |
| 1Y | -41.6% | -45.9% | +4.3% | -30.8% |
| All | +327.3% | +8.5% | +318.8% | +356.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling