-80.6%
TTD vs HIMS
+221.2%
-301.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -3.2% |
| 7D | +1.7% | -0.9% | +2.7% | +1.9% |
| 30D | +1.6% | -10.8% | +12.4% | +3.2% |
| 3M | -27.8% | +3.7% | -31.5% | -30.4% |
| 6M | -52.1% | +79.0% | -131.1% | -60.3% |
| YTD | -63.1% | -13.2% | -49.8% | -64.3% |
| 1Y | -73.1% | -43.3% | -29.8% | -71.9% |
| 3Y | -83.3% | +331.4% | -414.7% | -95.1% |
| 5Y | -80.6% | +230.2% | -310.9% | -94.5% |
| All | -80.6% | +221.2% | -301.8% | -94.5% |
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