+15.5%
HIMS vs TEM
+46.9%
-31.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | +0.1% |
| 7D | -1.4% | -9.2% | +7.8% | +2.5% |
| 30D | -10.1% | +5.5% | -15.5% | -12.3% |
| 3M | -1.2% | +18.7% | -19.9% | -8.0% |
| 6M | +16.9% | +15.4% | +1.5% | +9.7% |
| YTD | -15.5% | -0.5% | -15.0% | -16.8% |
| 1Y | -42.6% | -24.8% | -17.7% | -37.7% |
| All | +15.5% | +46.9% | -31.3% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 3y: compounded portfolio wealth divided by compounded TEM 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…
3y analysis · Full analysis span regression · 6 months rolling