+152.0%
TXN vs HIMS
+181.3%
-29.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.6% | +3.8% |
| 7D | +4.0% | -0.7% | +4.7% | +4.0% |
| 30D | -2.9% | -8.2% | +5.4% | -2.3% |
| 3M | -9.1% | -4.7% | -4.4% | -9.3% |
| 6M | +36.6% | +6.3% | +30.3% | +33.9% |
| YTD | +57.5% | -15.3% | +72.8% | +56.0% |
| 1Y | +49.5% | -46.9% | +96.4% | +53.6% |
| 3Y | +76.5% | +321.3% | -244.7% | +26.7% |
| 5Y | +62.4% | +215.8% | -153.5% | +13.8% |
| All | +152.0% | +181.3% | -29.3% | +38.1% |
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 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