+107.3%
TMO vs HIMS
+185.3%
-77.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | -0.5% | -2.7% | +2.3% | -0.3% |
| 30D | +1.0% | -12.2% | +13.2% | +1.7% |
| 3M | +22.7% | -3.7% | +26.4% | +22.2% |
| 6M | +19.0% | +25.9% | -6.9% | +15.5% |
| YTD | +4.7% | -14.1% | +18.8% | +3.7% |
| 1Y | +26.0% | -41.6% | +67.6% | +27.3% |
| 3Y | +18.0% | +327.3% | -309.3% | -9.1% |
| 5Y | +8.0% | +207.9% | -200.0% | -18.8% |
| All | +107.3% | +185.3% | -77.9% | +32.8% |
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