+182.8%
HIMS vs TSN
-24.6%
+207.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | -3.9% | -6.3% | +2.4% | -3.6% |
| 30D | -12.4% | -10.8% | -1.6% | -12.0% |
| 3M | -1.1% | -8.8% | +7.7% | -0.7% |
| 6M | +68.4% | -16.8% | +85.3% | +69.6% |
| YTD | -14.7% | -10.0% | -4.7% | -14.7% |
| 1Y | -42.4% | -5.3% | -37.1% | -42.7% |
| 3Y | +304.5% | +8.5% | +296.0% | +287.2% |
| 5Y | +237.5% | -22.9% | +260.4% | +242.9% |
| All | +182.8% | -24.6% | +207.4% | +183.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling