+321.3%
HIMS vs TDY
+46.9%
+274.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -1.0% | -0.5% |
| 7D | -0.7% | -1.1% | +0.4% | 0.0% |
| 30D | -8.2% | -12.0% | +3.8% | -0.3% |
| 3M | -4.7% | -3.2% | -1.5% | -2.6% |
| 6M | +6.3% | -7.9% | +14.2% | +11.8% |
| YTD | -15.3% | +18.2% | -33.5% | -25.9% |
| 1Y | -46.9% | +6.7% | -53.5% | -49.9% |
| 3Y | +321.3% | +47.5% | +273.7% | +210.6% |
| All | +321.3% | +46.9% | +274.4% | +210.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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