-32.7%
TTD vs HIMS
+180.6%
-213.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.3% | +1.0% |
| 7D | -7.4% | -1.4% | -6.1% | -7.2% |
| 30D | +3.0% | -10.1% | +13.1% | +4.4% |
| 3M | -27.6% | -1.2% | -26.4% | -29.3% |
| 6M | -49.5% | +16.9% | -66.4% | -53.1% |
| YTD | -63.2% | -15.5% | -47.7% | -64.3% |
| 1Y | -69.7% | -42.6% | -27.2% | -68.7% |
| 3Y | -83.3% | +320.2% | -403.6% | -93.5% |
| 5Y | -80.8% | +215.0% | -295.8% | -92.8% |
| All | -32.7% | +180.6% | -213.2% | -81.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling