+207.9%
HIMS vs TFC
+14.8%
+193.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.5% |
| 7D | -2.7% | -1.3% | -1.4% | -2.1% |
| 30D | -12.2% | -2.3% | -9.8% | -11.5% |
| 3M | -3.7% | +2.5% | -6.2% | -6.6% |
| 6M | +25.9% | +9.5% | +16.4% | +17.0% |
| YTD | -14.1% | +5.1% | -19.1% | -18.1% |
| 1Y | -41.6% | +15.5% | -57.1% | -47.7% |
| 3Y | +327.3% | +95.2% | +232.1% | +198.3% |
| 5Y | +207.9% | +14.5% | +193.5% | +176.6% |
| All | +207.9% | +14.8% | +193.2% | +176.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling