+187.4%
HIMS vs TEL
+136.9%
+50.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.4% | +2.8% |
| 7D | -0.9% | -1.4% | +0.5% | -0.3% |
| 30D | -10.8% | -4.9% | -6.0% | -8.4% |
| 3M | +3.7% | +0.1% | +3.6% | +3.4% |
| 6M | +79.0% | +0.4% | +78.6% | +77.0% |
| YTD | -13.2% | -8.9% | -4.3% | -10.4% |
| 1Y | -43.3% | -0.3% | -42.9% | -44.7% |
| 3Y | +331.4% | +67.6% | +263.8% | +216.4% |
| 5Y | +230.2% | +50.7% | +179.6% | +153.0% |
| All | +187.4% | +136.9% | +50.6% | +107.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling