+320.2%
HIMS vs TENB
-30.4%
+350.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.2% | 0.0% |
| 7D | -1.4% | -7.1% | +5.8% | +1.2% |
| 30D | -10.1% | -15.4% | +5.3% | -5.6% |
| 3M | -1.2% | +19.5% | -20.7% | -10.8% |
| 6M | +16.9% | +54.8% | -37.9% | -7.4% |
| YTD | -15.5% | +36.1% | -51.6% | -29.9% |
| 1Y | -42.6% | +7.0% | -49.6% | -45.7% |
| All | +320.2% | -30.4% | +350.6% | +376.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling