-47.6%
HIMS vs TFC
+15.8%
-63.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.8% | +8.8% |
| 7D | -21.9% | -1.2% | -20.7% | -21.8% |
| 30D | -32.1% | +7.8% | -39.8% | -32.6% |
| 3M | -31.8% | -3.0% | -28.8% | -31.8% |
| 6M | -28.6% | +5.8% | -34.4% | -32.3% |
| YTD | -35.9% | +5.3% | -41.2% | -38.4% |
| 1Y | -47.6% | +15.7% | -63.3% | -52.1% |
| All | -47.6% | +15.8% | -63.5% | -52.1% |
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