+141.5%
HIMS vs TSEM
+297.9%
-156.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.9% | +6.9% | +2.7% |
| 7D | -24.1% | +7.0% | -31.1% | -26.6% |
| 30D | -28.8% | -29.8% | +0.9% | -19.6% |
| 3M | -31.4% | -41.9% | +10.5% | -17.9% |
| 6M | -18.3% | -45.8% | +27.5% | -3.1% |
| YTD | -39.2% | +25.1% | -64.3% | -54.8% |
| 1Y | -45.3% | +48.2% | -93.5% | -63.1% |
| 3Y | +181.9% | +476.5% | -294.6% | -8.6% |
| All | +141.5% | +297.9% | -156.4% | -4.3% |
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 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