+102.9%
T vs HIMS
+324.7%
-221.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.8% |
| 7D | -3.1% | -2.7% | -0.4% | -3.1% |
| 30D | +4.6% | -12.2% | +16.8% | +4.3% |
| 3M | +12.2% | -3.7% | +16.0% | +12.3% |
| 6M | -6.5% | +25.9% | -32.4% | -6.0% |
| YTD | +4.9% | -14.1% | +19.0% | +5.8% |
| 1Y | -10.5% | -41.6% | +31.1% | -9.8% |
| All | +102.9% | +324.7% | -221.8% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIMS.
Daily Out/Under-Performance
Portfolio return minus HIMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIMS 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 HIMS 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