+215.0%
HIMS vs TW
+19.6%
+195.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.5% |
| 7D | -1.4% | -2.7% | +1.4% | -0.3% |
| 30D | -10.1% | -1.7% | -8.3% | -9.8% |
| 3M | -1.2% | +1.6% | -2.8% | -3.7% |
| 6M | +16.9% | -17.7% | +34.6% | +24.9% |
| YTD | -15.5% | -4.3% | -11.1% | -17.5% |
| 1Y | -42.6% | -13.1% | -29.5% | -41.2% |
| 3Y | +320.2% | +20.3% | +299.9% | +234.4% |
| 5Y | +215.0% | +22.0% | +193.1% | +161.0% |
| All | +215.0% | +19.6% | +195.4% | +161.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling