-37.7%
HIMS vs TSCO
-28.6%
-9.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.5% | +3.1% |
| 7D | -9.1% | +15.7% | -24.8% | -11.2% |
| 30D | -10.1% | +16.4% | -26.6% | -12.1% |
| 3M | -17.1% | +11.2% | -28.3% | -18.5% |
| 6M | -2.2% | +14.9% | -17.2% | -4.1% |
| YTD | -17.9% | -25.4% | +7.5% | -11.3% |
| 1Y | -37.7% | -29.4% | -8.3% | -31.8% |
| All | -37.7% | -28.6% | -9.1% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 1y: compounded portfolio wealth divided by compounded TSCO 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…
1y analysis · Full analysis span regression · 6 months rolling