+99.7%
TXN vs HIMS
-41.7%
+141.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.1% | -0.6% |
| 7D | +1.0% | -9.1% | +10.1% | +1.7% |
| 30D | +6.1% | -10.1% | +16.3% | +6.9% |
| 3M | +10.4% | -17.1% | +27.5% | +11.6% |
| 6M | +12.6% | -2.2% | +14.8% | +12.4% |
| YTD | +83.5% | -17.9% | +101.3% | +88.8% |
| 1Y | +99.7% | -37.7% | +137.4% | +115.7% |
| All | +99.7% | -41.7% | +141.4% | +115.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling