-30.5%
TTD vs HIMS
+183.3%
-213.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.3% |
| 7D | +6.3% | -3.9% | +10.3% | +7.1% |
| 30D | -23.9% | -12.4% | -11.4% | -22.7% |
| 3M | -31.4% | -1.1% | -30.3% | -33.1% |
| 6M | -42.7% | +68.4% | -111.1% | -51.5% |
| YTD | -62.0% | -14.7% | -47.3% | -63.2% |
| 1Y | -72.2% | -42.4% | -29.8% | -71.3% |
| 3Y | -81.9% | +304.5% | -386.5% | -92.8% |
| 5Y | -81.5% | +237.5% | -319.1% | -93.2% |
| All | -30.5% | +183.3% | -213.8% | -81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling