-46.9%
HIMS vs TECK
+66.9%
-113.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | -0.1% |
| 7D | -0.7% | -3.8% | +3.1% | +0.9% |
| 30D | -8.2% | +0.7% | -9.0% | -8.5% |
| 3M | -4.7% | +4.6% | -9.3% | -7.1% |
| 6M | +6.3% | +25.1% | -18.8% | -4.3% |
| YTD | -15.3% | +39.2% | -54.4% | -29.3% |
| 1Y | -46.9% | +60.3% | -107.2% | -58.4% |
| All | -46.9% | +66.9% | -113.8% | -58.4% |
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