+184.7%
HIMS vs TMUS
+132.9%
+51.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.8% |
| 7D | -2.7% | -5.3% | +2.6% | -2.3% |
| 30D | -12.2% | +0.1% | -12.3% | -12.2% |
| 3M | -3.7% | -0.6% | -3.1% | -4.3% |
| 6M | +25.9% | -17.5% | +43.5% | +28.7% |
| YTD | -14.1% | -11.3% | -2.8% | -13.9% |
| 1Y | -41.6% | -25.4% | -16.2% | -39.3% |
| 3Y | +327.3% | +35.5% | +291.7% | +288.5% |
| 5Y | +207.9% | +41.9% | +166.0% | +177.2% |
| All | +184.7% | +132.9% | +51.8% | +147.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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