+215.0%
HIMS vs TGT
-26.4%
+241.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.1% |
| 7D | -1.4% | -5.0% | +3.7% | +0.9% |
| 30D | -10.1% | +3.0% | -13.1% | -11.4% |
| 3M | -1.2% | +22.6% | -23.8% | -10.8% |
| 6M | +16.9% | +31.2% | -14.3% | +1.7% |
| YTD | -15.5% | +63.7% | -79.2% | -34.5% |
| 1Y | -42.6% | +78.5% | -121.1% | -57.6% |
| 3Y | +320.2% | +40.5% | +279.7% | +231.3% |
| 5Y | +215.0% | -25.6% | +240.6% | +228.2% |
| All | +215.0% | -26.4% | +241.4% | +228.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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