-37.7%
HIMS vs TYL
-10.1%
-27.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.7% | -1.0% | +3.9% |
| 7D | -9.1% | +17.3% | -26.3% | -8.7% |
| 30D | -10.1% | +28.9% | -39.0% | -9.8% |
| 3M | -17.1% | +35.1% | -52.2% | -16.7% |
| 6M | -2.2% | +29.3% | -31.6% | -1.7% |
| YTD | -17.9% | -6.8% | -11.1% | -24.7% |
| 1Y | -37.7% | -9.9% | -27.8% | -44.0% |
| All | -37.7% | -10.1% | -27.6% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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