-37.7%
HIMS vs TECK
+59.3%
-97.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.3% | -0.6% | +1.8% |
| 7D | -9.1% | +2.3% | -11.3% | -10.0% |
| 30D | -10.1% | -5.0% | -5.1% | -8.0% |
| 3M | -17.1% | -0.3% | -16.8% | -16.8% |
| 6M | -2.2% | +13.9% | -16.1% | -6.7% |
| YTD | -17.9% | +35.2% | -53.1% | -28.0% |
| 1Y | -37.7% | +57.5% | -95.2% | -51.2% |
| All | -37.7% | +59.3% | -97.0% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 1y: compounded portfolio wealth divided by compounded TECK 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…
1y analysis · Full analysis span regression · 6 months rolling