-16.9%
HIMS vs TEM
+79.0%
-95.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.7% | +5.7% | +2.2% |
| 7D | -24.1% | -5.9% | -18.3% | -22.8% |
| 30D | -28.8% | +4.8% | -33.6% | -31.2% |
| 3M | -31.4% | +31.9% | -63.3% | -41.0% |
| 6M | -18.3% | +56.0% | -74.3% | -34.5% |
| YTD | -39.2% | +21.3% | -60.5% | -46.7% |
| 1Y | -45.3% | +5.4% | -50.7% | -49.4% |
| All | -16.9% | +79.0% | -95.9% | -27.5% |
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