+101.3%
HIMS vs TXT
+65.9%
+35.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.9% | -3.3% | -4.6% |
| 7D | -18.0% | -1.1% | -16.9% | -17.9% |
| 30D | -33.6% | +13.3% | -46.9% | -36.6% |
| 3M | -34.2% | -5.1% | -29.0% | -33.6% |
| 6M | -21.2% | -7.1% | -14.0% | -20.0% |
| YTD | -39.2% | -3.2% | -36.0% | -39.6% |
| 1Y | -49.4% | +2.3% | -51.7% | -50.8% |
| 3Y | +189.7% | +11.1% | +178.6% | +175.9% |
| 5Y | +166.6% | +10.0% | +156.6% | +150.9% |
| All | +101.3% | +65.9% | +35.5% | +80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling