+187.4%
HIMS vs TPR
+431.1%
-243.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.7% | +5.4% | +2.8% |
| 7D | -0.9% | -3.4% | +2.4% | 0.0% |
| 30D | -10.8% | -27.3% | +16.5% | -2.7% |
| 3M | +3.7% | -16.2% | +19.9% | +8.0% |
| 6M | +79.0% | -17.9% | +96.9% | +87.3% |
| YTD | -13.2% | -7.1% | -6.1% | -13.0% |
| 1Y | -43.3% | +13.6% | -56.9% | -46.5% |
| 3Y | +331.4% | +293.7% | +37.6% | +190.0% |
| 5Y | +230.2% | +239.1% | -8.8% | +126.3% |
| All | +187.4% | +431.1% | -243.6% | +93.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling