+101.3%
HIMS vs TTMI
+496.9%
-395.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +1.0% |
| 7D | -24.1% | +11.4% | -35.5% | -27.3% |
| 30D | -28.8% | -28.3% | -0.5% | -23.0% |
| 3M | -31.4% | -46.7% | +15.2% | -18.9% |
| 6M | -18.3% | -56.1% | +37.9% | +1.2% |
| YTD | -39.2% | +7.4% | -46.6% | -47.8% |
| 1Y | -45.3% | +17.4% | -62.7% | -54.8% |
| 3Y | +181.9% | +429.1% | -247.3% | +42.8% |
| 5Y | +166.6% | +418.8% | -252.1% | +32.7% |
| All | +101.3% | +496.9% | -395.6% | -1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling