+180.7%
HIMS vs TTMI
+918.9%
-738.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.4% | -3.1% | -1.0% |
| 7D | -0.7% | +0.7% | -1.4% | -1.0% |
| 30D | -8.2% | -8.4% | +0.2% | -6.2% |
| 3M | -4.7% | -32.5% | +27.8% | +7.1% |
| 6M | +6.3% | +32.5% | -26.2% | -9.4% |
| YTD | -15.3% | +83.2% | -98.5% | -36.9% |
| 1Y | -46.9% | +161.7% | -208.5% | -65.5% |
| 3Y | +321.3% | +890.1% | -568.8% | +81.0% |
| 5Y | +215.8% | +832.4% | -616.6% | +35.7% |
| All | +180.7% | +918.9% | -738.1% | +19.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling