+180.7%
HIMS vs TNA
+7.9%
+172.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.1% |
| 7D | -0.7% | -7.3% | +6.5% | +1.9% |
| 30D | -8.2% | -14.2% | +6.0% | -3.1% |
| 3M | -4.7% | -4.6% | -0.1% | -2.6% |
| 6M | +6.3% | +36.9% | -30.6% | -4.1% |
| YTD | -15.3% | +42.5% | -57.8% | -24.8% |
| 1Y | -46.9% | +45.8% | -92.6% | -53.2% |
| 3Y | +321.3% | +104.7% | +216.6% | +233.1% |
| 5Y | +215.8% | -21.7% | +237.5% | +185.2% |
| All | +180.7% | +7.9% | +172.9% | +145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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