+182.8%
HIMS vs TSEM
+998.0%
-815.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.8% | -8.2% | -3.4% |
| 7D | -3.9% | +6.9% | -10.8% | -6.5% |
| 30D | -12.4% | +5.3% | -17.8% | -15.1% |
| 3M | -1.1% | -14.9% | +13.8% | +1.7% |
| 6M | +68.4% | +80.0% | -11.6% | +21.4% |
| YTD | -14.7% | +89.4% | -104.0% | -40.9% |
| 1Y | -42.4% | +253.1% | -295.5% | -70.2% |
| 3Y | +304.5% | +642.1% | -337.6% | +51.9% |
| 5Y | +237.5% | +659.1% | -421.6% | +28.4% |
| All | +182.8% | +998.0% | -815.2% | +4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling