-46.0%
TSLL vs HIMS
-41.7%
-4.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.7% | -10.1% | -7.3% |
| 7D | -9.4% | -9.1% | -0.4% | -7.3% |
| 30D | +1.6% | -10.1% | +11.7% | +4.0% |
| 3M | +29.4% | -17.1% | +46.5% | +34.9% |
| 6M | -20.1% | -2.2% | -17.9% | -21.2% |
| YTD | -44.5% | -17.9% | -26.6% | -38.3% |
| 1Y | -46.0% | -37.7% | -8.3% | -22.8% |
| All | -46.0% | -41.7% | -4.3% | -22.8% |
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 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