+181.9%
HIMS vs TSN
+41.9%
+139.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | -0.2% |
| 7D | -24.1% | -1.4% | -22.7% | -24.4% |
| 30D | -28.8% | +8.5% | -37.3% | -27.0% |
| 3M | -31.4% | +5.3% | -36.7% | -30.3% |
| 6M | -18.3% | -10.5% | -7.8% | -20.8% |
| YTD | -39.2% | +3.0% | -42.2% | -38.0% |
| 1Y | -45.3% | +12.1% | -57.4% | -42.9% |
| 3Y | +181.9% | +43.1% | +138.7% | +165.8% |
| All | +181.9% | +41.9% | +139.9% | +165.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling