+192.8%
TER vs HIMS
+227.2%
-34.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -11.8% | +24.5% | +14.5% |
| 7D | -5.8% | -9.1% | +3.4% | -4.6% |
| 30D | -38.9% | -25.8% | -13.1% | -36.3% |
| 3M | -35.1% | -27.4% | -7.7% | -32.5% |
| 6M | -31.6% | -18.9% | -12.7% | -30.7% |
| YTD | +27.2% | -29.4% | +56.6% | +28.5% |
| 1Y | +35.2% | -44.1% | +79.3% | +40.5% |
| 3Y | +192.8% | +246.0% | -53.2% | +111.5% |
| All | +192.8% | +227.2% | -34.4% | +111.5% |
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