+17.5%
HIMS vs TEM
+53.2%
-35.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.7% | +3.7% | +1.0% |
| 7D | -2.7% | -1.1% | -1.7% | -2.4% |
| 30D | -12.2% | +11.3% | -23.5% | -16.2% |
| 3M | -3.7% | +25.5% | -29.2% | -12.4% |
| 6M | +25.9% | +17.1% | +8.8% | +17.2% |
| YTD | -14.1% | +3.8% | -17.9% | -16.9% |
| 1Y | -41.6% | -24.4% | -17.3% | -36.9% |
| All | +17.5% | +53.2% | -35.7% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling