+10.6%
TMO vs HIMS
+214.8%
-204.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | -0.6% | -0.7% | +0.1% | -0.6% |
| 30D | +1.1% | -8.2% | +9.3% | +1.6% |
| 3M | +28.3% | -4.7% | +33.0% | +27.9% |
| 6M | +23.3% | +6.3% | +17.0% | +21.1% |
| YTD | +5.5% | -15.3% | +20.7% | +4.6% |
| 1Y | +24.5% | -46.9% | +71.4% | +26.8% |
| 3Y | +19.6% | +321.3% | -301.7% | -11.4% |
| All | +10.6% | +214.8% | -204.2% | -22.2% |
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 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