+418.8%
HIMS vs TSLQ
-97.3%
+516.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -8.0% | +9.6% | -0.3% |
| 7D | -0.9% | -8.6% | +7.6% | -2.9% |
| 30D | -10.8% | -24.9% | +14.1% | -15.6% |
| 3M | +3.7% | -1.5% | +5.2% | +8.1% |
| 6M | +79.0% | -18.1% | +97.0% | +85.2% |
| YTD | -13.2% | -0.1% | -13.1% | -5.2% |
| 1Y | -43.3% | -51.4% | +8.1% | -45.6% |
| 3Y | +331.4% | -95.9% | +427.3% | +249.0% |
| All | +418.8% | -97.3% | +516.0% | +326.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling