+331.4%
HIMS vs TLN
+494.5%
-163.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +0.3% |
| 7D | -0.9% | +10.9% | -11.9% | -6.1% |
| 30D | -10.8% | -6.3% | -4.5% | -8.2% |
| 3M | +3.7% | -10.7% | +14.4% | +9.0% |
| 6M | +79.0% | +1.6% | +77.3% | +75.1% |
| YTD | -13.2% | -13.1% | -0.2% | -11.1% |
| 1Y | -43.3% | -15.1% | -28.2% | -41.3% |
| 3Y | +331.4% | +495.0% | -163.6% | +32.6% |
| All | +331.4% | +494.5% | -163.1% | +32.6% |
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