-51.7%
TSLL vs HIMS
+185.5%
-237.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -16.6% | +17.5% | +6.2% |
| 7D | -11.0% | -25.6% | +14.5% | -2.9% |
| 30D | -5.3% | -38.1% | +32.8% | +9.1% |
| 3M | +20.8% | -39.8% | +60.6% | +39.7% |
| 6M | -36.0% | -32.3% | -3.7% | -30.5% |
| YTD | -47.3% | -41.1% | -6.2% | -43.0% |
| 1Y | -48.4% | -53.4% | +5.0% | -39.5% |
| 3Y | -5.4% | +180.9% | -186.4% | -52.5% |
| All | -51.7% | +185.5% | -237.2% | -74.6% |
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 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