-33.0%
TSLL vs HIMS
-49.3%
+16.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | +17.8% | -24.1% | +42.0% | +25.0% |
| 30D | +8.2% | -28.8% | +37.1% | +16.9% |
| 3M | +20.9% | -31.4% | +52.3% | +31.7% |
| 6M | -37.5% | -18.3% | -19.2% | -35.0% |
| YTD | -44.5% | -39.2% | -5.3% | -38.4% |
| 1Y | -33.0% | -45.3% | +12.3% | -21.1% |
| All | -33.0% | -49.3% | +16.3% | -21.1% |
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 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