+411.0%
TSM vs HIMS
+317.3%
+93.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.2% |
| 7D | +6.0% | -0.9% | +7.0% | +6.1% |
| 30D | +4.5% | -10.8% | +15.3% | +5.4% |
| 3M | +3.1% | +3.7% | -0.6% | +2.2% |
| 6M | +30.2% | +79.0% | -48.8% | +22.2% |
| YTD | +45.2% | -13.2% | +58.4% | +44.0% |
| 1Y | +79.6% | -43.3% | +122.8% | +83.3% |
| 3Y | +411.0% | +331.4% | +79.6% | +316.4% |
| All | +411.0% | +317.3% | +93.7% | +316.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling