+309.9%
HIMS vs TMF
-41.6%
+351.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | -3.9% | -1.4% | -2.5% | -3.7% |
| 30D | -12.4% | -2.8% | -9.6% | -12.1% |
| 3M | -1.1% | -10.9% | +9.8% | +0.3% |
| 6M | +68.4% | -21.3% | +89.8% | +72.4% |
| YTD | -14.7% | -15.9% | +1.2% | -13.2% |
| 1Y | -42.4% | -15.7% | -26.7% | -41.5% |
| All | +309.9% | -41.6% | +351.5% | +300.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling