+187.4%
HIMS vs TMF
-86.8%
+274.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -0.9% | +1.0% | -1.9% | -1.0% |
| 30D | -10.8% | -1.8% | -9.0% | -10.8% |
| 3M | +3.7% | -8.2% | +11.9% | +4.0% |
| 6M | +79.0% | -19.5% | +98.5% | +80.2% |
| YTD | -13.2% | -16.0% | +2.7% | -12.8% |
| 1Y | -43.3% | -22.5% | -20.8% | -42.8% |
| 3Y | +331.4% | -42.3% | +373.7% | +333.9% |
| 5Y | +230.2% | -87.7% | +317.9% | +211.5% |
| All | +187.4% | -86.8% | +274.3% | +170.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling