-37.7%
HIMS vs TSLQ
-17.8%
-19.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.4% | -2.7% | +5.5% |
| 7D | -9.1% | +9.8% | -18.9% | -6.7% |
| 30D | -10.1% | -6.0% | -4.1% | -11.1% |
| 3M | -17.1% | -35.0% | +17.9% | -24.4% |
| 6M | -2.2% | -24.9% | +22.7% | -4.2% |
| YTD | -17.9% | -12.7% | -5.2% | -15.3% |
| 1Y | -37.7% | -21.0% | -16.7% | -36.9% |
| All | -37.7% | -17.8% | -19.9% | -36.9% |
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