+406.6%
HIMS vs TSLQ
-97.2%
+503.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | 0.0% |
| 7D | -0.7% | -6.6% | +5.9% | -2.3% |
| 30D | -8.2% | -24.3% | +16.1% | -12.9% |
| 3M | -4.7% | -3.6% | -1.1% | -1.4% |
| 6M | +6.3% | -12.0% | +18.3% | +11.7% |
| YTD | -15.3% | +1.4% | -16.7% | -7.1% |
| 1Y | -46.9% | -43.6% | -3.3% | -47.4% |
| 3Y | +321.3% | -95.4% | +416.7% | +251.1% |
| All | +406.6% | -97.2% | +503.9% | +318.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling