+180.7%
HIMS vs TTWO
+70.3%
+110.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.5% |
| 7D | -0.7% | +0.4% | -1.1% | -0.9% |
| 30D | -8.2% | -11.3% | +3.1% | -3.8% |
| 3M | -4.7% | +1.6% | -6.3% | -5.5% |
| 6M | +6.3% | +2.1% | +4.2% | +4.9% |
| YTD | -15.3% | -15.8% | +0.6% | -9.8% |
| 1Y | -46.9% | -12.6% | -34.2% | -44.2% |
| 3Y | +321.3% | +48.2% | +273.1% | +267.3% |
| 5Y | +215.8% | +40.0% | +175.9% | +176.1% |
| All | +180.7% | +70.3% | +110.4% | +148.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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