+210.1%
HIMS vs TSCO
-11.8%
+222.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +1.0% |
| 7D | -0.7% | -5.7% | +4.9% | +2.2% |
| 30D | -8.2% | -8.8% | +0.6% | -4.1% |
| 3M | -4.7% | +6.3% | -11.0% | -8.4% |
| 6M | +6.3% | -32.3% | +38.6% | +30.0% |
| YTD | -15.3% | -32.7% | +17.4% | +2.6% |
| 1Y | -46.9% | -43.7% | -3.2% | -28.4% |
| 3Y | +321.3% | -19.7% | +340.9% | +342.4% |
| All | +210.1% | -11.8% | +222.0% | +209.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling