-21.3%
HIMS vs TT
-9.7%
-11.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +4.7% | -16.4% | -14.1% |
| 7D | -9.1% | +1.7% | -10.9% | -9.9% |
| 30D | -25.8% | -11.8% | -14.0% | -20.5% |
| 3M | -27.4% | -12.6% | -14.8% | -20.9% |
| All | -21.3% | -9.7% | -11.6% | -18.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling