+224.9%
HIMS vs TMUS
+41.8%
+183.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | -0.1% |
| 7D | -3.9% | +0.1% | -4.0% | -3.9% |
| 30D | -12.4% | +5.3% | -17.7% | -12.9% |
| 3M | -1.1% | +3.1% | -4.2% | -2.2% |
| 6M | +68.4% | -16.5% | +84.9% | +73.3% |
| YTD | -14.7% | -9.2% | -5.5% | -14.6% |
| 1Y | -42.4% | -26.5% | -15.9% | -38.2% |
| 3Y | +304.5% | +39.0% | +265.5% | +237.6% |
| All | +224.9% | +41.8% | +183.1% | +162.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling