-52.1%
TSLL vs HIMS
+242.4%
-294.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -11.8% | +22.7% | +14.7% |
| 7D | -14.3% | -9.1% | -5.2% | -11.7% |
| 30D | -6.2% | -25.8% | +19.7% | +2.7% |
| 3M | +21.2% | -27.4% | +48.6% | +32.9% |
| 6M | -36.6% | -18.9% | -17.7% | -34.5% |
| YTD | -47.8% | -29.4% | -18.4% | -46.3% |
| 1Y | -45.2% | -44.1% | -1.1% | -38.9% |
| 3Y | -3.3% | +246.0% | -249.3% | -54.3% |
| All | -52.1% | +242.4% | -294.5% | -76.1% |
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