+180.7%
HIMS vs TFC
+29.6%
+151.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | -0.7% | -2.4% | +1.7% | 0.0% |
| 30D | -8.2% | -3.4% | -4.8% | -7.5% |
| 3M | -4.7% | +0.4% | -5.1% | -5.6% |
| 6M | +6.3% | +12.7% | -6.4% | +1.3% |
| YTD | -15.3% | +5.6% | -20.9% | -17.5% |
| 1Y | -46.9% | +16.0% | -62.9% | -49.9% |
| 3Y | +321.3% | +94.0% | +227.3% | +253.6% |
| 5Y | +215.8% | +16.2% | +199.7% | +189.9% |
| All | +180.7% | +29.6% | +151.1% | +152.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling