-37.7%
HIMS vs TEL
-8.6%
-29.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | -9.1% | -0.5% | -8.6% | -8.8% |
| 30D | -10.1% | +0.6% | -10.7% | -10.4% |
| 3M | -17.1% | +2.0% | -19.1% | -18.0% |
| 6M | -2.2% | +8.1% | -10.3% | -5.5% |
| YTD | -17.9% | -2.2% | -15.7% | -19.0% |
| 1Y | -37.7% | -8.6% | -29.1% | -35.4% |
| All | -37.7% | -8.6% | -29.1% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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