+302.2%
HIMS vs TYL
-8.1%
+310.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +0.7% |
| 7D | -3.9% | -3.7% | -0.2% | -3.0% |
| 30D | -12.4% | +18.7% | -31.2% | -16.8% |
| 3M | -1.1% | +18.1% | -19.2% | -6.9% |
| 6M | +68.4% | -1.1% | +69.6% | +67.9% |
| YTD | -14.7% | -19.8% | +5.1% | -6.6% |
| 1Y | -42.4% | -34.3% | -8.1% | -29.5% |
| All | +302.2% | -8.1% | +310.3% | +349.0% |
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 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