+210.1%
HIMS vs TKO
+291.2%
-81.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | -0.7% | +2.3% | -3.0% | -1.8% |
| 30D | -8.2% | -2.5% | -5.7% | -7.3% |
| 3M | -4.7% | -10.6% | +5.9% | -0.3% |
| 6M | +6.3% | -5.1% | +11.4% | +7.4% |
| YTD | -15.3% | -8.2% | -7.1% | -13.6% |
| 1Y | -46.9% | -4.4% | -42.4% | -46.9% |
| 3Y | +321.3% | +100.4% | +220.9% | +217.8% |
| All | +210.1% | +291.2% | -81.1% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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