+290.7%
TSM vs HIMS
+221.2%
+69.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.1% |
| 7D | +6.0% | -0.9% | +7.0% | +6.2% |
| 30D | +4.5% | -10.8% | +15.3% | +5.7% |
| 3M | +3.1% | +3.7% | -0.6% | +1.7% |
| 6M | +30.2% | +79.0% | -48.8% | +18.4% |
| YTD | +45.2% | -13.2% | +58.4% | +43.3% |
| 1Y | +79.6% | -43.3% | +122.8% | +85.0% |
| 3Y | +411.0% | +331.4% | +79.6% | +223.2% |
| 5Y | +290.7% | +230.2% | +60.5% | +128.7% |
| All | +290.7% | +221.2% | +69.5% | +128.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling