+180.7%
HIMS vs TENB
+29.3%
+151.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.0% | +6.2% | +2.2% |
| 7D | -0.7% | -12.1% | +11.4% | +3.5% |
| 30D | -8.2% | -18.6% | +10.4% | -2.7% |
| 3M | -4.7% | +12.1% | -16.8% | -10.6% |
| 6M | +6.3% | +46.8% | -40.5% | -10.6% |
| YTD | -15.3% | +28.0% | -43.2% | -26.2% |
| 1Y | -46.9% | -1.4% | -45.4% | -49.1% |
| 3Y | +321.3% | -33.9% | +355.2% | +357.3% |
| 5Y | +215.8% | -34.6% | +250.5% | +240.0% |
| All | +180.7% | +29.3% | +151.4% | +188.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling