+180.7%
HIMS vs TDG
+181.2%
-0.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.1% |
| 7D | -0.7% | -1.9% | +1.1% | -0.1% |
| 30D | -8.2% | -7.7% | -0.5% | -6.0% |
| 3M | -4.7% | -9.3% | +4.6% | -1.7% |
| 6M | +6.3% | -9.4% | +15.7% | +9.2% |
| YTD | -15.3% | -14.3% | -1.0% | -11.7% |
| 1Y | -46.9% | -11.8% | -35.0% | -45.5% |
| 3Y | +321.3% | +52.0% | +269.3% | +275.7% |
| 5Y | +215.8% | +128.8% | +87.0% | +155.3% |
| All | +180.7% | +181.2% | -0.4% | +124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 10y: compounded portfolio wealth divided by compounded TDG 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…
10y analysis · Full analysis span regression · 6 months rolling