+215.0%
HIMS vs TXG
-64.0%
+279.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.3% | -1.1% |
| 7D | -1.4% | +5.0% | -6.4% | -3.3% |
| 30D | -10.1% | +13.5% | -23.6% | -14.1% |
| 3M | -1.2% | +128.0% | -129.3% | -28.5% |
| 6M | +16.9% | +224.4% | -207.5% | -27.3% |
| YTD | -15.5% | +307.0% | -322.5% | -52.8% |
| 1Y | -42.6% | +427.2% | -469.8% | -71.9% |
| 3Y | +320.2% | +40.2% | +280.1% | +217.3% |
| 5Y | +215.0% | -64.0% | +279.1% | +282.2% |
| All | +215.0% | -64.0% | +279.1% | +282.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling