+57.6%
T vs HIMS
+143.4%
-85.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.8% | -7.3% | +1.5% |
| 7D | +2.0% | -21.9% | +23.9% | +1.8% |
| 30D | -1.0% | -32.1% | +31.1% | -1.3% |
| 3M | -8.1% | -31.8% | +23.7% | -8.3% |
| 6M | -8.3% | -28.6% | +20.3% | -8.5% |
| YTD | -6.1% | -35.9% | +29.8% | -5.9% |
| 1Y | -7.4% | -47.6% | +40.3% | -6.9% |
| 3Y | +65.4% | +205.6% | -140.1% | +50.1% |
| 5Y | +57.6% | +170.3% | -112.6% | +36.3% |
| All | +57.6% | +143.4% | -85.7% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling