+207.9%
HIMS vs TSN
-20.2%
+228.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.9% |
| 7D | -2.7% | -7.3% | +4.6% | -2.3% |
| 30D | -12.2% | -8.6% | -3.5% | -11.8% |
| 3M | -3.7% | -7.5% | +3.8% | -3.3% |
| 6M | +25.9% | -14.1% | +40.0% | +26.4% |
| YTD | -14.1% | -9.4% | -4.6% | -14.3% |
| 1Y | -41.6% | -4.1% | -37.5% | -42.3% |
| 3Y | +327.3% | +10.3% | +316.9% | +284.2% |
| 5Y | +207.9% | -19.7% | +227.7% | +228.2% |
| All | +207.9% | -20.2% | +228.1% | +228.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling