+187.4%
HIMS vs TD
+184.7%
+2.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.1% |
| 7D | -0.9% | +0.9% | -1.8% | -1.4% |
| 30D | -10.8% | -0.7% | -10.2% | -10.8% |
| 3M | +3.7% | +6.3% | -2.6% | +1.0% |
| 6M | +79.0% | +27.9% | +51.0% | +61.3% |
| YTD | -13.2% | +29.8% | -43.1% | -22.3% |
| 1Y | -43.3% | +63.7% | -106.9% | -53.7% |
| 3Y | +331.4% | +128.3% | +203.1% | +207.9% |
| 5Y | +230.2% | +125.5% | +104.7% | +144.8% |
| All | +187.4% | +184.7% | +2.7% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TD 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling