+182.8%
HIMS vs TYL
+41.1%
+141.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +1.4% |
| 7D | -3.9% | -3.7% | -0.2% | -2.4% |
| 30D | -12.4% | +18.7% | -31.2% | -19.3% |
| 3M | -1.1% | +18.1% | -19.2% | -10.2% |
| 6M | +68.4% | -1.1% | +69.6% | +65.1% |
| YTD | -14.7% | -19.8% | +5.1% | -8.1% |
| 1Y | -42.4% | -34.3% | -8.1% | -31.2% |
| 3Y | +304.5% | -8.2% | +312.8% | +300.5% |
| 5Y | +237.5% | -25.4% | +262.9% | +259.6% |
| All | +182.8% | +41.1% | +141.7% | +187.8% |
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