+220.3%
HIMS vs TECK
+199.3%
+21.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.2% |
| 7D | -2.7% | +4.9% | -7.6% | -4.4% |
| 30D | -12.2% | +5.2% | -17.4% | -13.6% |
| 3M | -3.7% | +13.8% | -17.5% | -8.0% |
| 6M | +25.9% | +38.5% | -12.6% | +12.5% |
| YTD | -14.1% | +47.3% | -61.4% | -25.6% |
| 1Y | -41.6% | +81.0% | -122.6% | -52.8% |
| 3Y | +327.3% | +79.9% | +247.4% | +244.0% |
| All | +220.3% | +199.3% | +21.0% | +129.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling