-42.4%
HIMS vs TFC
+15.4%
-57.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.9% | +2.4% | -6.3% | -4.1% |
| 30D | -12.4% | -1.3% | -11.1% | -12.3% |
| 3M | -1.1% | +6.1% | -7.1% | -3.8% |
| 6M | +68.4% | +7.3% | +61.1% | +60.8% |
| YTD | -14.7% | +8.2% | -22.9% | -17.0% |
| 1Y | -42.4% | +14.4% | -56.8% | -34.6% |
| All | -42.4% | +15.4% | -57.8% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling