+991.1%
TSM vs HIMS
+183.3%
+807.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.2% | +2.9% |
| 7D | +2.7% | -3.9% | +6.6% | +3.2% |
| 30D | +3.6% | -12.4% | +16.1% | +4.9% |
| 3M | -3.4% | -1.1% | -2.3% | -4.1% |
| 6M | +20.6% | +68.4% | -47.8% | +10.9% |
| YTD | +41.9% | -14.7% | +56.5% | +40.3% |
| 1Y | +84.4% | -42.4% | +126.8% | +89.3% |
| 3Y | +380.2% | +304.5% | +75.7% | +231.3% |
| 5Y | +275.3% | +237.5% | +37.8% | +146.5% |
| All | +991.1% | +183.3% | +807.8% | +468.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling