+182.8%
HIMS vs TECK
+289.9%
-107.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -3.9% | -0.3% | -3.6% | -3.9% |
| 30D | -12.4% | +4.6% | -17.1% | -13.3% |
| 3M | -1.1% | +2.8% | -3.9% | -1.8% |
| 6M | +68.4% | +24.9% | +43.6% | +60.0% |
| YTD | -14.7% | +44.7% | -59.4% | -21.9% |
| 1Y | -42.4% | +112.0% | -154.4% | -51.4% |
| 3Y | +304.5% | +67.6% | +236.9% | +256.3% |
| 5Y | +237.5% | +200.3% | +37.2% | +173.7% |
| All | +182.8% | +289.9% | -107.2% | +118.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling