+207.9%
HIMS vs TLN
+583.6%
-375.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.8% | -4.2% | -2.3% |
| 7D | -3.9% | +7.1% | -11.0% | -7.2% |
| 30D | -12.4% | -3.9% | -8.6% | -11.1% |
| 3M | -1.1% | -16.2% | +15.1% | +7.3% |
| 6M | +68.4% | -5.8% | +74.3% | +71.0% |
| YTD | -14.7% | -15.4% | +0.8% | -11.3% |
| 1Y | -42.4% | -16.7% | -25.7% | -39.9% |
| 3Y | +304.5% | +473.8% | -169.2% | +52.9% |
| All | +207.9% | +583.6% | -375.7% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling