-42.4%
HIMS vs TT
+10.3%
-52.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.8% |
| 7D | -3.9% | -0.2% | -3.7% | -3.8% |
| 30D | -12.4% | -7.4% | -5.1% | -8.1% |
| 3M | -1.1% | -3.2% | +2.1% | +0.8% |
| 6M | +68.4% | +1.1% | +67.3% | +66.3% |
| YTD | -14.7% | +15.6% | -30.3% | -20.3% |
| 1Y | -42.4% | +9.2% | -51.6% | -43.7% |
| All | -42.4% | +10.3% | -52.7% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 1y: compounded portfolio wealth divided by compounded TT 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…
1y analysis · Full analysis span regression · 6 months rolling