-49.4%
HIMS vs TLN
+3.1%
-52.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.1% | -7.3% | -6.0% |
| 7D | -18.0% | +22.3% | -40.3% | -24.1% |
| 30D | -33.6% | +1.2% | -34.8% | -34.3% |
| 3M | -34.2% | +5.9% | -40.1% | -36.1% |
| 6M | -21.2% | +3.2% | -24.4% | -23.3% |
| YTD | -39.2% | +3.2% | -42.4% | -42.9% |
| 1Y | -49.4% | +5.2% | -54.6% | -53.0% |
| All | -49.4% | +3.1% | -52.5% | -53.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling