+184.7%
HIMS vs TSCO
+91.1%
+93.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | +0.2% |
| 7D | -2.7% | -2.5% | -0.3% | -1.9% |
| 30D | -12.2% | -1.1% | -11.1% | -12.0% |
| 3M | -3.7% | +14.3% | -18.0% | -8.4% |
| 6M | +25.9% | -31.9% | +57.8% | +42.7% |
| YTD | -14.1% | -30.7% | +16.6% | -3.8% |
| 1Y | -41.6% | -41.1% | -0.6% | -30.7% |
| 3Y | +327.3% | -17.1% | +344.4% | +350.8% |
| 5Y | +207.9% | -7.5% | +215.5% | +219.6% |
| All | +184.7% | +91.1% | +93.6% | +186.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling