-37.7%
HIMS vs TXG
+406.9%
-444.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.4% | +0.3% | +2.6% |
| 7D | -9.1% | -19.3% | +10.2% | -2.5% |
| 30D | -10.1% | -30.9% | +20.8% | +0.3% |
| 3M | -17.1% | +41.1% | -58.2% | -27.8% |
| 6M | -2.2% | +211.9% | -214.1% | -30.5% |
| YTD | -17.9% | +314.0% | -331.9% | -46.0% |
| 1Y | -37.7% | +405.4% | -443.1% | -61.1% |
| All | -37.7% | +406.9% | -444.6% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling