-82.5%
TTD vs HIMS
+143.4%
-225.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.8% | -5.2% | +2.0% |
| 7D | +20.8% | -21.9% | +42.7% | +25.2% |
| 30D | +33.8% | -32.1% | +65.9% | +42.2% |
| 3M | +17.8% | -31.8% | +49.6% | +23.9% |
| 6M | -25.7% | -28.6% | +2.8% | -24.5% |
| YTD | -57.9% | -35.9% | -22.0% | -57.5% |
| 1Y | -63.8% | -47.6% | -16.2% | -62.0% |
| 3Y | -75.0% | +205.6% | -280.6% | -91.9% |
| 5Y | -82.5% | +170.3% | -252.8% | -95.1% |
| All | -82.5% | +143.4% | -225.9% | -95.1% |
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