+101.3%
HIMS vs TYL
+64.2%
+37.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.7% | -5.0% |
| 7D | -18.0% | -1.6% | -16.4% | -17.5% |
| 30D | -33.6% | +22.1% | -55.7% | -39.6% |
| 3M | -34.2% | +33.4% | -67.5% | -42.9% |
| 6M | -21.2% | +36.8% | -58.0% | -33.9% |
| YTD | -39.2% | -6.7% | -32.5% | -39.4% |
| 1Y | -49.4% | -9.2% | -40.2% | -49.0% |
| 3Y | +189.7% | +1.2% | +188.6% | +174.6% |
| 5Y | +166.6% | -23.0% | +189.6% | +169.5% |
| All | +101.3% | +64.2% | +37.2% | +89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling