+405.3%
HIMS vs TSLQ
-97.2%
+502.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -1.1% |
| 7D | -1.4% | +5.7% | -7.0% | +0.2% |
| 30D | -10.1% | -21.1% | +11.0% | -13.8% |
| 3M | -1.2% | -11.5% | +10.3% | +0.3% |
| 6M | +16.9% | -14.9% | +31.8% | +22.0% |
| YTD | -15.5% | +2.4% | -17.9% | -7.1% |
| 1Y | -42.6% | -49.8% | +7.2% | -44.5% |
| 3Y | +320.2% | -95.8% | +416.0% | +242.1% |
| All | +405.3% | -97.2% | +502.5% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling