+66.2%
TSM vs HIMS
-45.1%
+111.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | 0.0% | -1.5% |
| 7D | +2.6% | -1.4% | +4.0% | +2.8% |
| 30D | +1.4% | -10.1% | +11.5% | +2.6% |
| 3M | +5.0% | -1.2% | +6.2% | +4.3% |
| 6M | +24.0% | +16.9% | +7.0% | +20.5% |
| YTD | +41.6% | -15.5% | +57.1% | +44.1% |
| 1Y | +66.2% | -42.6% | +108.7% | +83.0% |
| All | +66.2% | -45.1% | +111.3% | +83.0% |
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