-27.8%
TLT vs HIMS
+101.7%
-129.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.1% | -24.1% | +21.0% | -3.0% |
| 30D | +1.0% | -28.8% | +29.9% | +1.2% |
| 3M | -2.7% | -31.4% | +28.7% | -2.6% |
| 6M | -4.1% | -18.3% | +14.1% | -4.1% |
| YTD | -5.4% | -39.2% | +33.9% | -5.2% |
| 1Y | -7.0% | -45.3% | +38.3% | -6.9% |
| 3Y | +2.8% | +181.9% | -179.0% | +1.4% |
| 5Y | -35.4% | +166.6% | -202.0% | -36.2% |
| All | -27.8% | +101.7% | -129.5% | -29.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling