+215.0%
HIMS vs TE
-49.6%
+264.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.7% | +5.1% | 0.0% |
| 7D | -1.4% | +0.9% | -2.2% | -1.7% |
| 30D | -10.1% | -16.3% | +6.2% | -6.7% |
| 3M | -1.2% | -40.8% | +39.5% | +9.4% |
| 6M | +16.9% | -42.6% | +59.5% | +23.0% |
| YTD | -15.5% | -31.4% | +15.9% | -16.3% |
| 1Y | -42.6% | +144.9% | -187.5% | -61.1% |
| 3Y | +320.2% | -26.0% | +346.2% | +231.9% |
| 5Y | +215.0% | -48.5% | +263.5% | +148.0% |
| All | +215.0% | -49.6% | +264.7% | +148.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling