+222.2%
HIMS vs TYL
-25.2%
+247.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +1.8% |
| 7D | -3.9% | -3.7% | -0.2% | -2.1% |
| 30D | -12.4% | +18.7% | -31.2% | -20.7% |
| 3M | -1.1% | +18.1% | -19.2% | -12.3% |
| 6M | +68.4% | -1.1% | +69.6% | +64.5% |
| YTD | -14.7% | -19.8% | +5.1% | -5.8% |
| 1Y | -42.4% | -34.3% | -8.1% | -27.1% |
| 3Y | +304.5% | -8.2% | +312.8% | +286.6% |
| All | +222.2% | -25.2% | +247.4% | +282.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling