+43.5%
TSM vs HIMS
-49.1%
+92.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +8.8% | -4.5% | +3.1% |
| 7D | +4.4% | -21.9% | +26.4% | +7.6% |
| 30D | -7.0% | -32.1% | +25.1% | -2.5% |
| 3M | -1.8% | -31.8% | +30.0% | +2.5% |
| 6M | +2.7% | -28.6% | +31.3% | +5.6% |
| YTD | +37.1% | -35.9% | +73.0% | +47.5% |
| 1Y | +43.5% | -47.6% | +91.1% | +59.7% |
| All | +43.5% | -49.1% | +92.6% | +59.7% |
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