+210.0%
HIMS vs TLN
+589.3%
-379.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | 0.0% |
| 7D | -2.7% | +5.8% | -8.6% | -5.5% |
| 30D | -12.2% | -6.9% | -5.3% | -9.4% |
| 3M | -3.7% | -10.9% | +7.2% | +1.4% |
| 6M | +25.9% | -4.6% | +30.5% | +26.4% |
| YTD | -14.1% | -14.7% | +0.6% | -11.1% |
| 1Y | -41.6% | -17.9% | -23.7% | -38.5% |
| 3Y | +327.3% | +483.9% | -156.6% | +60.9% |
| All | +210.0% | +589.3% | -379.3% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling