+207.7%
HIMS vs TMUS
+38.7%
+169.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.9% | +7.2% | +8.1% |
| 7D | -6.1% | +3.6% | -9.6% | -6.1% |
| 30D | -12.0% | -3.4% | -8.6% | -11.9% |
| 3M | -12.3% | -9.5% | -2.9% | -11.9% |
| 6M | -3.3% | -15.2% | +11.9% | -2.4% |
| YTD | -19.9% | -18.9% | -1.0% | -19.3% |
| 1Y | -37.4% | -17.7% | -19.7% | -37.4% |
| 3Y | +314.0% | +15.6% | +298.4% | +253.0% |
| All | +207.7% | +38.7% | +169.0% | +151.5% |
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