-25.4%
TTD vs HIMS
+101.7%
-127.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.2% | +2.0% | -2.2% |
| 7D | +20.8% | -18.0% | +38.8% | +24.0% |
| 30D | +27.1% | -33.6% | +60.7% | +35.6% |
| 3M | +14.7% | -34.2% | +48.8% | +21.4% |
| 6M | -26.8% | -21.2% | -5.6% | -27.0% |
| YTD | -59.2% | -39.2% | -20.0% | -58.6% |
| 1Y | -64.7% | -49.4% | -15.2% | -62.8% |
| 3Y | -75.8% | +189.7% | -265.6% | -89.9% |
| 5Y | -84.6% | +166.6% | -251.2% | -94.1% |
| All | -25.4% | +101.7% | -127.2% | -78.7% |
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 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