+178.5%
HIMS vs TE
-53.0%
+231.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | -3.9% | -4.0% | 0.0% | -3.2% |
| 30D | -12.4% | -15.9% | +3.5% | -9.3% |
| 3M | -1.1% | -60.5% | +59.5% | +20.4% |
| 6M | +68.4% | -35.2% | +103.7% | +72.8% |
| YTD | -14.7% | -31.1% | +16.5% | -15.4% |
| 1Y | -42.4% | +148.6% | -191.1% | -61.3% |
| 3Y | +304.5% | -26.4% | +330.9% | +213.8% |
| 5Y | +237.5% | -48.0% | +285.5% | +165.6% |
| All | +178.5% | -53.0% | +231.5% | +111.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling