+112.3%
HIMS vs TMF
-87.4%
+199.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.1% | +8.7% | +8.8% |
| 7D | -21.9% | -3.4% | -18.6% | -21.8% |
| 30D | -32.1% | +11.5% | -43.6% | -32.4% |
| 3M | -31.8% | -4.5% | -27.3% | -31.6% |
| 6M | -28.6% | -15.0% | -13.6% | -28.1% |
| YTD | -35.9% | -19.9% | -16.1% | -35.4% |
| 1Y | -47.6% | -26.6% | -21.1% | -47.1% |
| 3Y | +205.6% | -29.8% | +235.4% | +208.0% |
| 5Y | +170.3% | -88.2% | +258.4% | +155.3% |
| All | +112.3% | -87.4% | +199.8% | +100.4% |
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