+101.3%
HIMS vs TSEM
+625.4%
-524.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.9% | +6.9% | +2.5% |
| 7D | -24.1% | +7.0% | -31.1% | -26.4% |
| 30D | -28.8% | -29.8% | +0.9% | -20.2% |
| 3M | -31.4% | -41.9% | +10.5% | -18.9% |
| 6M | -18.3% | -45.8% | +27.5% | -4.0% |
| YTD | -39.2% | +25.1% | -64.3% | -52.3% |
| 1Y | -45.3% | +48.2% | -93.5% | -60.4% |
| 3Y | +181.9% | +476.5% | -294.6% | +13.7% |
| 5Y | +166.6% | +301.4% | -134.8% | +22.0% |
| All | +101.3% | +625.4% | -524.1% | -15.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling