+954.4%
TSM vs HIMS
+112.8%
+841.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +8.8% | -4.5% | +3.2% |
| 7D | +4.4% | -21.9% | +26.4% | +7.3% |
| 30D | -7.0% | -32.1% | +25.1% | -3.0% |
| 3M | -1.8% | -31.8% | +30.0% | +2.0% |
| 6M | +2.7% | -28.6% | +31.3% | +5.2% |
| YTD | +37.1% | -35.9% | +73.0% | +39.5% |
| 1Y | +43.5% | -47.6% | +91.1% | +49.3% |
| 3Y | +341.5% | +205.6% | +135.9% | +213.9% |
| 5Y | +278.9% | +170.3% | +108.6% | +155.0% |
| All | +954.4% | +112.8% | +841.6% | +465.2% |
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 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