+1,007.5%
TSM vs HIMS
+185.3%
+822.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.7% |
| 7D | +4.8% | -2.7% | +7.5% | +5.1% |
| 30D | +4.0% | -12.2% | +16.2% | +5.4% |
| 3M | +2.0% | -3.7% | +5.7% | +1.6% |
| 6M | +25.5% | +25.9% | -0.4% | +20.1% |
| YTD | +44.0% | -14.1% | +58.1% | +42.3% |
| 1Y | +75.4% | -41.6% | +117.0% | +79.8% |
| 3Y | +406.7% | +327.3% | +79.5% | +246.7% |
| 5Y | +285.0% | +207.9% | +77.0% | +155.0% |
| All | +1,007.5% | +185.3% | +822.2% | +476.4% |
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