+187.4%
HIMS vs TXG
+24.4%
+163.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.7% | -3.0% | 0.0% |
| 7D | -0.9% | +9.4% | -10.3% | -4.1% |
| 30D | -10.8% | +26.1% | -36.9% | -17.6% |
| 3M | +3.7% | +124.8% | -121.1% | -21.6% |
| 6M | +79.0% | +215.2% | -136.3% | +18.9% |
| YTD | -13.2% | +302.2% | -315.5% | -47.8% |
| 1Y | -43.3% | +370.9% | -414.2% | -68.4% |
| 3Y | +331.4% | +38.5% | +292.9% | +232.3% |
| 5Y | +230.2% | -64.4% | +294.6% | +231.7% |
| All | +187.4% | +24.4% | +163.1% | +179.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling