+309.9%
HIMS vs TPR
+308.4%
+1.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.9% | -2.3% | -1.6% | -3.0% |
| 30D | -12.4% | -23.0% | +10.5% | -3.2% |
| 3M | -1.1% | -12.5% | +11.4% | +2.7% |
| 6M | +68.4% | -21.4% | +89.9% | +82.8% |
| YTD | -14.7% | -3.5% | -11.1% | -16.5% |
| 1Y | -42.4% | +17.4% | -59.8% | -48.9% |
| All | +309.9% | +308.4% | +1.5% | +107.4% |
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 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