+184.7%
HIMS vs TTWO
+66.8%
+117.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | -2.7% | -2.3% | -0.4% | -1.8% |
| 30D | -12.2% | -16.7% | +4.6% | -5.4% |
| 3M | -3.7% | -0.4% | -3.3% | -3.6% |
| 6M | +25.9% | -1.6% | +27.5% | +26.2% |
| YTD | -14.1% | -17.5% | +3.5% | -7.6% |
| 1Y | -41.6% | -14.8% | -26.8% | -38.0% |
| 3Y | +327.3% | +47.9% | +279.4% | +273.7% |
| 5Y | +207.9% | +34.5% | +173.5% | +172.6% |
| All | +184.7% | +66.8% | +117.9% | +153.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling