+182.8%
HIMS vs TXT
+55.5%
+127.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -3.9% | -4.8% | +0.9% | -2.4% |
| 30D | -12.4% | -10.6% | -1.8% | -9.2% |
| 3M | -1.1% | -13.2% | +12.1% | +3.7% |
| 6M | +68.4% | -20.3% | +88.8% | +80.9% |
| YTD | -14.7% | -9.3% | -5.4% | -12.8% |
| 1Y | -42.4% | -2.7% | -39.7% | -42.7% |
| 3Y | +304.5% | +1.4% | +303.1% | +298.8% |
| 5Y | +237.5% | +9.6% | +228.0% | +224.9% |
| All | +182.8% | +55.5% | +127.3% | +160.5% |
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 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