+56.4%
TXN vs HIMS
+202.2%
-145.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -0.9% |
| 7D | +2.0% | -1.4% | +3.3% | +2.1% |
| 30D | -8.0% | -10.1% | +2.1% | -7.2% |
| 3M | -7.8% | -1.2% | -6.5% | -8.3% |
| 6M | +32.4% | +16.9% | +15.5% | +28.5% |
| YTD | +51.7% | -15.5% | +67.2% | +50.3% |
| 1Y | +44.3% | -42.6% | +86.9% | +47.2% |
| 3Y | +71.3% | +320.2% | -248.9% | +16.3% |
| 5Y | +56.4% | +215.0% | -158.6% | +2.6% |
| All | +56.4% | +202.2% | -145.8% | +2.6% |
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