+222.2%
HIMS vs TPR
+239.8%
-17.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.9% | -2.3% | -1.6% | -2.8% |
| 30D | -12.4% | -23.0% | +10.5% | -1.7% |
| 3M | -1.1% | -12.5% | +11.4% | +3.3% |
| 6M | +68.4% | -21.4% | +89.9% | +85.1% |
| YTD | -14.7% | -3.5% | -11.1% | -16.8% |
| 1Y | -42.4% | +17.4% | -59.8% | -49.7% |
| 3Y | +304.5% | +291.3% | +13.3% | +78.0% |
| All | +222.2% | +239.8% | -17.6% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling