+230.2%
HIMS vs TT
+146.0%
+84.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.0% |
| 7D | -0.9% | +1.6% | -2.5% | -2.1% |
| 30D | -10.8% | -7.3% | -3.5% | -6.0% |
| 3M | +3.7% | -2.6% | +6.3% | +5.7% |
| 6M | +79.0% | +5.9% | +73.1% | +71.4% |
| YTD | -13.2% | +15.4% | -28.6% | -22.9% |
| 1Y | -43.3% | +8.2% | -51.5% | -47.3% |
| 3Y | +331.4% | +122.7% | +208.7% | +142.4% |
| 5Y | +230.2% | +145.0% | +85.3% | +41.9% |
| All | +230.2% | +146.0% | +84.3% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling