+207.9%
HIMS vs TSEM
+654.3%
-446.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.3% |
| 7D | -2.7% | +4.7% | -7.4% | -4.7% |
| 30D | -12.2% | -14.2% | +2.1% | -7.1% |
| 3M | -3.7% | -5.0% | +1.3% | -5.4% |
| 6M | +25.9% | +87.6% | -61.7% | -16.1% |
| YTD | -14.1% | +84.4% | -98.5% | -43.6% |
| 1Y | -41.6% | +235.4% | -277.0% | -72.7% |
| 3Y | +327.3% | +668.0% | -340.7% | +27.7% |
| 5Y | +207.9% | +644.7% | -436.8% | -3.8% |
| All | +207.9% | +654.3% | -446.4% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling