-41.6%
HIMS vs TFC
+13.9%
-55.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -2.7% | -1.3% | -1.4% | -2.6% |
| 30D | -12.2% | -2.3% | -9.8% | -12.2% |
| 3M | -3.7% | +2.5% | -6.2% | -6.0% |
| 6M | +25.9% | +9.5% | +16.4% | +18.0% |
| YTD | -14.1% | +5.1% | -19.1% | -16.1% |
| 1Y | -41.6% | +15.5% | -57.1% | -38.0% |
| All | -41.6% | +13.9% | -55.6% | -38.0% |
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