-42.4%
HIMS vs TSLQ
-50.5%
+8.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.0% | -12.4% | +2.7% |
| 7D | -3.9% | -5.8% | +1.9% | -5.0% |
| 30D | -12.4% | -22.1% | +9.6% | -16.5% |
| 3M | -1.1% | +10.1% | -11.1% | +5.9% |
| 6M | +68.4% | -6.8% | +75.2% | +75.9% |
| YTD | -14.7% | +8.5% | -23.2% | -7.5% |
| 1Y | -42.4% | -49.7% | +7.3% | -39.7% |
| All | -42.4% | -50.5% | +8.1% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling