+180.0%
HIMS vs TSEM
+927.5%
-747.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | -0.2% |
| 7D | -1.4% | +0.9% | -2.3% | -1.9% |
| 30D | -10.1% | -16.6% | +6.6% | -4.3% |
| 3M | -1.2% | -10.9% | +9.7% | -0.1% |
| 6M | +16.9% | +78.0% | -61.1% | -15.8% |
| YTD | -15.5% | +77.2% | -92.7% | -40.0% |
| 1Y | -42.6% | +207.6% | -250.1% | -68.5% |
| 3Y | +320.2% | +637.8% | -317.6% | +58.5% |
| 5Y | +215.0% | +617.0% | -401.9% | +22.5% |
| All | +180.0% | +927.5% | -747.5% | +6.5% |
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