-56.8%
TSLL vs HIMS
+288.1%
-344.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +8.1% | +0.6% | +6.0% |
| 7D | -21.2% | -6.1% | -15.1% | -19.3% |
| 30D | -13.3% | -12.0% | -1.3% | -9.7% |
| 3M | +15.4% | -12.3% | +27.7% | +20.0% |
| 6M | -34.2% | -3.3% | -31.0% | -35.4% |
| YTD | -52.9% | -19.9% | -33.0% | -53.2% |
| 1Y | -54.3% | -37.4% | -17.0% | -50.5% |
| 3Y | -18.4% | +314.0% | -332.4% | -63.5% |
| All | -56.8% | +288.1% | -344.9% | -79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling