+141.5%
HIMS vs TW
+41.2%
+100.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | -24.1% | +3.9% | -28.0% | -25.3% |
| 30D | -28.8% | +19.9% | -48.8% | -33.8% |
| 3M | -31.4% | +25.9% | -57.4% | -37.7% |
| 6M | -18.3% | +21.1% | -39.4% | -25.7% |
| YTD | -39.2% | +23.9% | -63.1% | -46.6% |
| 1Y | -45.3% | +21.2% | -66.5% | -51.3% |
| 3Y | +181.9% | +44.8% | +137.1% | +113.2% |
| All | +141.5% | +41.2% | +100.3% | +85.0% |
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