+321.3%
HIMS vs TXG
+43.8%
+277.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.1% | -1.0% |
| 7D | -0.7% | +9.5% | -10.2% | -4.0% |
| 30D | -8.2% | +18.8% | -27.0% | -13.5% |
| 3M | -4.7% | +136.1% | -140.8% | -30.0% |
| 6M | +6.3% | +235.2% | -228.9% | -31.8% |
| YTD | -15.3% | +320.5% | -335.8% | -50.8% |
| 1Y | -46.9% | +425.2% | -472.0% | -72.3% |
| 3Y | +321.3% | +42.9% | +278.4% | +220.0% |
| All | +321.3% | +43.8% | +277.5% | +220.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling