+180.7%
HIMS vs TXT
+59.3%
+121.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | -0.5% |
| 7D | -0.7% | +2.5% | -3.2% | -1.5% |
| 30D | -8.2% | -8.9% | +0.6% | -5.5% |
| 3M | -4.7% | -13.6% | +8.8% | -0.1% |
| 6M | +6.3% | -13.1% | +19.4% | +10.9% |
| YTD | -15.3% | -7.0% | -8.3% | -14.1% |
| 1Y | -46.9% | -1.4% | -45.5% | -47.3% |
| 3Y | +321.3% | +7.0% | +314.3% | +308.8% |
| 5Y | +215.8% | +15.4% | +200.4% | +200.9% |
| All | +180.7% | +59.3% | +121.4% | +156.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling