-41.6%
HIMS vs TLN
-18.5%
-23.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.1% |
| 7D | -2.7% | +5.8% | -8.6% | -5.2% |
| 30D | -12.2% | -6.9% | -5.3% | -9.7% |
| 3M | -3.7% | -10.9% | +7.2% | +0.9% |
| 6M | +25.9% | -4.6% | +30.5% | +27.7% |
| YTD | -14.1% | -14.7% | +0.6% | -11.9% |
| 1Y | -41.6% | -17.9% | -23.7% | -32.7% |
| All | -41.6% | -18.5% | -23.1% | -32.7% |
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