+534.8%
TER vs HIMS
+183.3%
+351.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.6% |
| 7D | +0.6% | -3.9% | +4.5% | +1.3% |
| 30D | -8.3% | -12.4% | +4.2% | -6.7% |
| 3M | -12.2% | -1.1% | -11.1% | -13.2% |
| 6M | +17.1% | +68.4% | -51.4% | +4.1% |
| YTD | +84.7% | -14.7% | +99.3% | +82.0% |
| 1Y | +199.9% | -42.4% | +242.3% | +211.8% |
| 3Y | +232.8% | +304.5% | -71.8% | +102.1% |
| 5Y | +198.6% | +237.5% | -38.9% | +69.8% |
| All | +534.8% | +183.3% | +351.4% | +172.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling