+180.0%
HIMS vs TSN
-23.1%
+203.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.7% |
| 7D | -1.4% | +1.4% | -2.7% | -1.4% |
| 30D | -10.1% | -6.2% | -3.9% | -9.8% |
| 3M | -1.2% | -5.7% | +4.4% | -1.0% |
| 6M | +16.9% | -11.4% | +28.3% | +17.2% |
| YTD | -15.5% | -8.2% | -7.3% | -15.6% |
| 1Y | -42.6% | -2.0% | -40.6% | -43.0% |
| 3Y | +320.2% | +11.9% | +308.3% | +301.2% |
| 5Y | +215.0% | -17.8% | +232.8% | +219.2% |
| All | +180.0% | -23.1% | +203.1% | +180.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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