+165.3%
HIMS vs TMF
-86.9%
+252.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.2% | +8.2% | +8.1% |
| 7D | -6.1% | +1.2% | -7.3% | -6.1% |
| 30D | -12.0% | +19.7% | -31.7% | -12.7% |
| 3M | -12.3% | -2.1% | -10.2% | -12.3% |
| 6M | -3.3% | -13.4% | +10.2% | -2.8% |
| YTD | -19.9% | -16.7% | -3.2% | -19.5% |
| 1Y | -37.4% | -23.3% | -14.0% | -36.9% |
| 3Y | +314.0% | -24.8% | +338.8% | +316.3% |
| 5Y | +212.1% | -88.0% | +300.2% | +194.0% |
| All | +165.3% | -86.9% | +252.3% | +149.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling