+181.9%
HIMS vs TE
+9.8%
+172.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.7% |
| 7D | -24.1% | -19.1% | -5.0% | -20.1% |
| 30D | -28.8% | -34.1% | +5.3% | -22.0% |
| 3M | -31.4% | -60.1% | +28.7% | -17.0% |
| 6M | -18.3% | -66.0% | +47.7% | -3.2% |
| YTD | -39.2% | -71.4% | +32.2% | -27.0% |
| 1Y | -45.3% | -45.3% | 0.0% | -43.6% |
| 3Y | +181.9% | +9.1% | +172.7% | +109.7% |
| All | +181.9% | +9.8% | +172.1% | +109.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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