+131.2%
HIMS vs TLN
+716.6%
-585.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.9% | +3.9% | +6.5% |
| 7D | -21.9% | +15.9% | -37.8% | -27.4% |
| 30D | -32.1% | -0.3% | -31.8% | -32.6% |
| 3M | -31.8% | +5.8% | -37.6% | -34.8% |
| 6M | -28.6% | -1.2% | -27.4% | -30.0% |
| YTD | -35.9% | +1.0% | -36.9% | -39.9% |
| 1Y | -47.6% | +1.1% | -48.8% | -51.0% |
| 3Y | +205.6% | +591.7% | -386.1% | +4.8% |
| All | +131.2% | +716.6% | -585.4% | -21.1% |
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