+112.3%
HIMS vs TYL
+64.9%
+47.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.9% | +7.9% | +8.4% |
| 7D | -21.9% | +0.5% | -22.5% | -22.3% |
| 30D | -32.1% | +25.2% | -57.3% | -38.9% |
| 3M | -31.8% | +31.8% | -63.6% | -40.5% |
| 6M | -28.6% | +36.3% | -64.9% | -39.9% |
| YTD | -35.9% | -6.3% | -29.6% | -36.2% |
| 1Y | -47.6% | -9.5% | -38.2% | -47.0% |
| 3Y | +205.6% | +1.6% | +204.0% | +189.1% |
| 5Y | +170.3% | -21.8% | +192.0% | +172.0% |
| All | +112.3% | +64.9% | +47.4% | +99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling