+134.1%
HIMS vs TT
+379.9%
-245.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +4.7% | -16.4% | -14.0% |
| 7D | -9.1% | +1.7% | -10.9% | -10.0% |
| 30D | -25.8% | -11.8% | -14.0% | -21.6% |
| 3M | -27.4% | -12.6% | -14.8% | -23.2% |
| 6M | -18.9% | -9.4% | -9.5% | -15.4% |
| YTD | -29.4% | +8.8% | -38.2% | -32.7% |
| 1Y | -44.1% | -2.5% | -41.6% | -43.8% |
| 3Y | +246.0% | +95.7% | +150.3% | +167.8% |
| 5Y | +177.1% | +135.7% | +41.3% | +91.8% |
| All | +134.1% | +379.9% | -245.8% | +54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling