-48.9%
TSLL vs HIMS
+210.6%
-259.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +8.8% | -3.0% | +3.0% |
| 7D | +0.5% | -21.9% | +22.4% | +8.1% |
| 30D | +2.7% | -32.1% | +34.7% | +14.8% |
| 3M | +26.3% | -31.8% | +58.1% | +40.4% |
| 6M | -37.2% | -28.6% | -8.6% | -32.9% |
| YTD | -44.2% | -35.9% | -8.3% | -41.3% |
| 1Y | -44.0% | -47.6% | +3.7% | -36.7% |
| 3Y | 0.0% | +205.6% | -205.6% | -51.1% |
| All | -48.9% | +210.6% | -259.5% | -73.8% |
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 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