+210.1%
HIMS vs TEVA
+300.5%
-90.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.8% | -0.4% |
| 7D | -0.7% | +2.0% | -2.7% | -1.3% |
| 30D | -8.2% | +1.0% | -9.2% | -8.3% |
| 3M | -4.7% | +7.3% | -12.0% | -7.6% |
| 6M | +6.3% | +21.7% | -15.4% | -2.0% |
| YTD | -15.3% | +18.8% | -34.1% | -21.3% |
| 1Y | -46.9% | +86.5% | -133.3% | -58.1% |
| 3Y | +321.3% | +269.4% | +51.9% | +142.5% |
| All | +210.1% | +300.5% | -90.4% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 5y: compounded portfolio wealth divided by compounded TEVA 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…
5y analysis · Full analysis span regression · 6 months rolling