+180.7%
HIMS vs TW
+158.2%
+22.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | -0.7% | -4.5% | +3.8% | +0.5% |
| 30D | -8.2% | -2.3% | -5.9% | -7.8% |
| 3M | -4.7% | +2.6% | -7.3% | -6.7% |
| 6M | +6.3% | -17.5% | +23.8% | +11.1% |
| YTD | -15.3% | -5.3% | -10.0% | -16.2% |
| 1Y | -46.9% | -14.8% | -32.1% | -45.6% |
| 3Y | +321.3% | +18.8% | +302.4% | +279.6% |
| 5Y | +215.8% | +20.7% | +195.1% | +173.1% |
| All | +180.7% | +158.2% | +22.5% | +128.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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