+222.2%
HIMS vs TMF
-87.5%
+309.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | -3.9% | -1.4% | -2.5% | -3.8% |
| 30D | -12.4% | -2.8% | -9.6% | -12.3% |
| 3M | -1.1% | -10.9% | +9.8% | -0.2% |
| 6M | +68.4% | -21.3% | +89.8% | +71.0% |
| YTD | -14.7% | -15.9% | +1.2% | -13.7% |
| 1Y | -42.4% | -15.7% | -26.7% | -41.9% |
| 3Y | +304.5% | -43.4% | +347.9% | +310.9% |
| All | +222.2% | -87.5% | +309.7% | +172.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling