+314.0%
HIMS vs TYL
+2.6%
+311.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.3% | +10.3% | +8.6% |
| 7D | -6.1% | +6.7% | -12.7% | -7.6% |
| 30D | -12.0% | +26.5% | -38.5% | -17.4% |
| 3M | -12.3% | +37.3% | -49.6% | -19.9% |
| 6M | -3.3% | +31.2% | -34.4% | -11.6% |
| YTD | -19.9% | -7.4% | -12.6% | -15.5% |
| 1Y | -37.4% | -9.6% | -27.8% | -33.3% |
| 3Y | +314.0% | +1.9% | +312.1% | +371.8% |
| All | +314.0% | +2.6% | +311.4% | +371.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling