+187.4%
HIMS vs TTMI
+942.3%
-754.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.3% | +0.6% |
| 7D | -0.9% | +12.2% | -13.1% | -5.1% |
| 30D | -10.8% | -5.7% | -5.1% | -9.9% |
| 3M | +3.7% | -27.5% | +31.2% | +13.5% |
| 6M | +79.0% | +47.1% | +31.8% | +47.9% |
| YTD | -13.2% | +87.5% | -100.7% | -35.9% |
| 1Y | -43.3% | +175.2% | -218.5% | -63.8% |
| 3Y | +331.4% | +901.9% | -570.5% | +84.3% |
| 5Y | +230.2% | +843.5% | -613.2% | +40.9% |
| All | +187.4% | +942.3% | -754.9% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TTMI 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling