+331.4%
HIMS vs TFC
+98.6%
+232.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +3.0% |
| 7D | -0.9% | +2.2% | -3.2% | -2.5% |
| 30D | -10.8% | -2.5% | -8.3% | -10.0% |
| 3M | +3.7% | +4.5% | -0.9% | -1.7% |
| 6M | +79.0% | +11.0% | +68.0% | +61.2% |
| YTD | -13.2% | +5.9% | -19.1% | -19.0% |
| 1Y | -43.3% | +14.6% | -57.8% | -50.5% |
| 3Y | +331.4% | +96.7% | +234.7% | +183.2% |
| All | +331.4% | +98.6% | +232.8% | +183.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling