+215.0%
HIMS vs TCOM
+21.5%
+193.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.4% | -1.3% |
| 7D | -1.4% | -6.5% | +5.2% | +0.7% |
| 30D | -10.1% | -16.2% | +6.2% | -4.9% |
| 3M | -1.2% | -19.3% | +18.1% | +5.0% |
| 6M | +16.9% | -27.2% | +44.1% | +28.5% |
| YTD | -15.5% | -46.2% | +30.7% | +1.3% |
| 1Y | -42.6% | -46.6% | +4.1% | -31.0% |
| 3Y | +320.2% | +8.4% | +311.8% | +293.5% |
| 5Y | +215.0% | +25.8% | +189.2% | +154.9% |
| All | +215.0% | +21.5% | +193.5% | +154.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling