-37.7%
HIMS vs TENB
+64.9%
-102.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.1% | +3.6% |
| 7D | -9.1% | -2.8% | -6.2% | -8.4% |
| 30D | -10.1% | +22.9% | -33.1% | -13.6% |
| 3M | -17.1% | +31.7% | -48.8% | -22.1% |
| 6M | -2.2% | +127.3% | -129.5% | -18.4% |
| YTD | -17.9% | +101.2% | -119.1% | -33.0% |
| 1Y | -37.7% | +68.7% | -106.4% | -46.1% |
| All | -37.7% | +64.9% | -102.6% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 1y: compounded portfolio wealth divided by compounded TENB 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…
1y analysis · Full analysis span regression · 6 months rolling