+101.3%
HIMS vs TMUS
+123.2%
-21.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -24.1% | +4.9% | -29.0% | -24.3% |
| 30D | -28.8% | +7.7% | -36.5% | -29.0% |
| 3M | -31.4% | -6.8% | -24.6% | -31.1% |
| 6M | -18.3% | -9.7% | -8.6% | -17.9% |
| YTD | -39.2% | -15.0% | -24.3% | -38.9% |
| 1Y | -45.3% | -19.1% | -26.1% | -44.4% |
| 3Y | +181.9% | +21.4% | +160.4% | +160.8% |
| 5Y | +166.6% | +51.2% | +115.5% | +138.2% |
| All | +101.3% | +123.2% | -21.9% | +75.3% |
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