-24.4%
TTD vs HIMS
+101.7%
-126.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +21.3% | -24.1% | +45.4% | +26.4% |
| 30D | +28.7% | -28.8% | +57.6% | +35.7% |
| 3M | +7.7% | -31.4% | +39.1% | +13.2% |
| 6M | -23.5% | -18.3% | -5.2% | -24.2% |
| YTD | -58.7% | -39.2% | -19.5% | -58.0% |
| 1Y | -63.4% | -45.3% | -18.2% | -62.1% |
| 3Y | -75.3% | +181.9% | -257.1% | -89.5% |
| 5Y | -84.4% | +166.6% | -251.0% | -94.0% |
| All | -24.4% | +101.7% | -126.2% | -78.4% |
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 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