+25.8%
TMO vs HIMS
-37.8%
+63.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -1.4% | -3.9% | +2.6% | -1.2% |
| 30D | +6.2% | -12.4% | +18.7% | +6.6% |
| 3M | +27.5% | -1.1% | +28.5% | +27.0% |
| 6M | +20.0% | +68.4% | -48.5% | +17.6% |
| YTD | +6.1% | -14.7% | +20.8% | +5.1% |
| 1Y | +25.8% | -42.4% | +68.3% | +23.6% |
| All | +25.8% | -37.8% | +63.6% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling