+180.7%
HIMS vs TECK
+274.9%
-94.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | +0.1% |
| 7D | -0.7% | -3.8% | +3.1% | +0.1% |
| 30D | -8.2% | +0.7% | -9.0% | -8.3% |
| 3M | -4.7% | +4.6% | -9.3% | -5.8% |
| 6M | +6.3% | +25.1% | -18.8% | +0.9% |
| YTD | -15.3% | +39.2% | -54.4% | -21.8% |
| 1Y | -46.9% | +60.3% | -107.2% | -52.4% |
| 3Y | +321.3% | +62.9% | +258.4% | +273.7% |
| 5Y | +215.8% | +181.5% | +34.4% | +159.0% |
| All | +180.7% | +274.9% | -94.2% | +119.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling