+181.9%
HIMS vs TPR
+403.8%
-221.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -24.1% | -0.3% | -23.8% | -24.2% |
| 30D | -28.8% | +15.1% | -43.9% | -33.2% |
| 3M | -31.4% | +3.5% | -34.9% | -33.3% |
| 6M | -18.3% | +0.4% | -18.7% | -21.1% |
| YTD | -39.2% | +4.6% | -43.8% | -42.9% |
| 1Y | -45.3% | +33.1% | -78.4% | -54.5% |
| 3Y | +181.9% | +396.0% | -214.1% | +33.7% |
| All | +181.9% | +403.8% | -221.9% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling