-41.6%
HIMS vs TXT
-3.0%
-38.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | -2.7% | +0.8% | -3.5% | -2.8% |
| 30D | -12.2% | -10.4% | -1.7% | -10.4% |
| 3M | -3.7% | -14.3% | +10.6% | -1.4% |
| 6M | +25.9% | -15.1% | +41.0% | +28.3% |
| YTD | -14.1% | -8.3% | -5.8% | -13.8% |
| 1Y | -41.6% | -0.7% | -40.9% | -42.5% |
| All | -41.6% | -3.0% | -38.6% | -42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling