+314.0%
HIMS vs TPR
+407.4%
-93.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.0% | +9.1% | +8.4% |
| 7D | -6.1% | +14.2% | -20.3% | -11.3% |
| 30D | -12.0% | +17.1% | -29.1% | -17.8% |
| 3M | -12.3% | -17.7% | +5.4% | -6.2% |
| 6M | -3.3% | -10.2% | +6.9% | -1.5% |
| YTD | -19.9% | +4.9% | -24.8% | -24.7% |
| 1Y | -37.4% | +36.1% | -73.5% | -48.2% |
| 3Y | +314.0% | +416.5% | -102.4% | +122.2% |
| All | +314.0% | +407.4% | -93.4% | +122.2% |
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