+180.9%
HIMS vs TLN
+567.0%
-386.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.5% | -16.1% | -16.4% |
| 7D | -25.6% | +1.1% | -26.7% | -26.5% |
| 30D | -38.1% | -4.6% | -33.5% | -37.3% |
| 3M | -39.8% | +5.2% | -45.0% | -42.6% |
| 6M | -32.3% | -6.5% | -25.8% | -32.0% |
| YTD | -41.1% | -3.6% | -37.4% | -43.6% |
| 1Y | -53.4% | -8.2% | -45.2% | -54.3% |
| 3Y | +180.9% | +559.7% | -378.8% | -11.9% |
| All | +180.9% | +567.0% | -386.1% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling