+331.4%
HIMS vs TSN
+13.0%
+318.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +2.1% |
| 7D | -0.9% | -5.0% | +4.1% | -2.4% |
| 30D | -10.8% | -9.1% | -1.7% | -13.3% |
| 3M | +3.7% | -7.4% | +11.1% | +1.8% |
| 6M | +79.0% | -13.4% | +92.3% | +73.0% |
| YTD | -13.2% | -8.5% | -4.8% | -14.6% |
| 1Y | -43.3% | -3.2% | -40.1% | -43.3% |
| 3Y | +331.4% | +11.5% | +319.9% | +294.8% |
| All | +331.4% | +13.0% | +318.4% | +294.8% |
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