+187.4%
HIMS vs TYL
+34.8%
+152.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.1% | +3.6% |
| 7D | -0.9% | -7.6% | +6.7% | +2.4% |
| 30D | -10.8% | +11.3% | -22.1% | -15.5% |
| 3M | +3.7% | +14.5% | -10.8% | -4.6% |
| 6M | +79.0% | -7.1% | +86.1% | +80.5% |
| YTD | -13.2% | -23.4% | +10.1% | -4.7% |
| 1Y | -43.3% | -38.6% | -4.7% | -30.0% |
| 3Y | +331.4% | -11.3% | +342.7% | +332.8% |
| 5Y | +230.2% | -28.0% | +258.2% | +258.0% |
| All | +187.4% | +34.8% | +152.6% | +198.3% |
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