+327.3%
HIMS vs TE
-22.1%
+349.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.3% |
| 7D | -2.7% | +15.0% | -17.7% | -5.7% |
| 30D | -12.2% | -7.5% | -4.6% | -11.2% |
| 3M | -3.7% | -42.0% | +38.2% | +5.2% |
| 6M | +25.9% | -31.4% | +57.3% | +27.1% |
| YTD | -14.1% | -26.5% | +12.4% | -15.3% |
| 1Y | -41.6% | +153.1% | -194.7% | -56.8% |
| All | +327.3% | -22.1% | +349.3% | +203.8% |
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