+182.8%
HIMS vs TCOM
+16.3%
+166.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -3.9% | -9.5% | +5.6% | -1.3% |
| 30D | -12.4% | -10.7% | -1.7% | -9.7% |
| 3M | -1.1% | -14.6% | +13.6% | +2.7% |
| 6M | +68.4% | -19.3% | +87.8% | +77.6% |
| YTD | -14.7% | -42.9% | +28.3% | -1.7% |
| 1Y | -42.4% | -43.8% | +1.4% | -33.4% |
| 3Y | +304.5% | +2.1% | +302.4% | +291.4% |
| 5Y | +237.5% | +31.2% | +206.3% | +180.2% |
| All | +182.8% | +16.3% | +166.5% | +136.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling