-37.7%
HIMS vs TSEM
+79.9%
-117.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -8.7% | +12.5% | +5.9% |
| 7D | -9.1% | -23.1% | +14.0% | -3.1% |
| 30D | -10.1% | -40.4% | +30.2% | +1.6% |
| 3M | -17.1% | -37.9% | +20.8% | -8.4% |
| 6M | -2.2% | -30.8% | +28.6% | +1.8% |
| YTD | -17.9% | +26.7% | -44.6% | -32.2% |
| 1Y | -37.7% | +80.5% | -118.2% | -55.0% |
| All | -37.7% | +79.9% | -117.6% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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