+187.4%
HIMS vs TENB
+44.8%
+142.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.2% |
| 7D | -0.9% | -5.0% | +4.0% | +0.7% |
| 30D | -10.8% | -7.4% | -3.5% | -9.4% |
| 3M | +3.7% | +22.3% | -18.6% | -5.4% |
| 6M | +79.0% | +60.2% | +18.8% | +46.4% |
| YTD | -13.2% | +43.2% | -56.5% | -27.1% |
| 1Y | -43.3% | +8.2% | -51.4% | -47.2% |
| 3Y | +331.4% | -23.8% | +355.2% | +347.1% |
| 5Y | +230.2% | -26.9% | +257.1% | +242.9% |
| All | +187.4% | +44.8% | +142.7% | +185.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling