+327.3%
HIMS vs TSEM
+663.1%
-335.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.4% |
| 7D | -2.7% | +4.7% | -7.4% | -4.7% |
| 30D | -12.2% | -14.2% | +2.1% | -7.2% |
| 3M | -3.7% | -5.0% | +1.3% | -5.5% |
| 6M | +25.9% | +87.6% | -61.7% | -17.6% |
| YTD | -14.1% | +84.4% | -98.5% | -44.8% |
| 1Y | -41.6% | +235.4% | -277.0% | -74.4% |
| All | +327.3% | +663.1% | -335.8% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling