+16.7%
HIMS vs TEM
+61.6%
-44.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -3.9% | +0.9% | -4.8% | -4.4% |
| 30D | -12.4% | +38.4% | -50.8% | -23.6% |
| 3M | -1.1% | +23.7% | -24.7% | -9.6% |
| 6M | +68.4% | +26.0% | +42.5% | +52.2% |
| YTD | -14.7% | +9.4% | -24.1% | -19.2% |
| 1Y | -42.4% | -17.3% | -25.1% | -39.9% |
| All | +16.7% | +61.6% | -44.9% | +10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling