+180.0%
HIMS vs TEVA
+340.6%
-160.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.3% | -1.4% |
| 7D | -1.4% | -0.7% | -0.6% | -1.2% |
| 30D | -10.1% | -0.4% | -9.7% | -9.9% |
| 3M | -1.2% | +8.2% | -9.5% | -3.5% |
| 6M | +16.9% | +15.3% | +1.6% | +12.0% |
| YTD | -15.5% | +16.5% | -32.0% | -19.2% |
| 1Y | -42.6% | +85.7% | -128.3% | -50.9% |
| 3Y | +320.2% | +277.9% | +42.4% | +200.1% |
| 5Y | +215.0% | +295.5% | -80.5% | +117.6% |
| All | +180.0% | +340.6% | -160.6% | +93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling