-43.3%
HIMS vs TPR
+12.7%
-56.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.7% | +5.4% | +2.7% |
| 7D | -0.9% | -3.4% | +2.4% | 0.0% |
| 30D | -10.8% | -27.3% | +16.5% | -1.8% |
| 3M | +3.7% | -16.2% | +19.9% | +7.9% |
| 6M | +79.0% | -17.9% | +96.9% | +86.2% |
| YTD | -13.2% | -7.1% | -6.1% | -14.1% |
| 1Y | -43.3% | +13.6% | -56.9% | -50.1% |
| All | -43.3% | +12.7% | -56.0% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TPR 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling