+215.0%
HIMS vs TEL
+50.4%
+164.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -1.4% | -2.3% | +0.9% | +0.7% |
| 30D | -10.1% | -6.1% | -4.0% | -5.4% |
| 3M | -1.2% | +1.7% | -2.9% | -3.5% |
| 6M | +16.9% | +1.6% | +15.3% | +12.4% |
| YTD | -15.5% | -9.1% | -6.4% | -12.5% |
| 1Y | -42.6% | -1.7% | -40.9% | -45.6% |
| 3Y | +320.2% | +67.3% | +252.9% | +136.7% |
| 5Y | +215.0% | +52.1% | +162.9% | +97.3% |
| All | +215.0% | +50.4% | +164.6% | +97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling