+165.3%
HIMS vs TYL
+63.0%
+102.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.3% | +10.3% | +9.0% |
| 7D | -6.1% | +6.7% | -12.7% | -8.9% |
| 30D | -12.0% | +26.5% | -38.5% | -21.3% |
| 3M | -12.3% | +37.3% | -49.6% | -25.0% |
| 6M | -3.3% | +31.2% | -34.4% | -17.4% |
| YTD | -19.9% | -7.4% | -12.6% | -19.9% |
| 1Y | -37.4% | -9.6% | -27.8% | -36.7% |
| 3Y | +314.0% | +1.9% | +312.1% | +290.5% |
| 5Y | +212.1% | -21.1% | +233.2% | +214.5% |
| All | +165.3% | +63.0% | +102.3% | +150.9% |
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