+165.3%
HIMS vs LBRT
+18.2%
+147.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +5.4% | +2.7% | +7.4% |
| 7D | -6.1% | -29.1% | +23.1% | -2.4% |
| 30D | -12.0% | -38.4% | +26.4% | -7.2% |
| 3M | -12.3% | -40.1% | +27.7% | -7.6% |
| 6M | -3.3% | -62.9% | +59.6% | +6.8% |
| YTD | -19.9% | -34.5% | +14.6% | -17.3% |
| 1Y | -37.4% | -30.2% | -7.2% | -35.8% |
| 3Y | +314.0% | -37.5% | +351.5% | +319.0% |
| 5Y | +212.1% | +7.6% | +204.5% | +201.0% |
| All | +165.3% | +18.2% | +147.1% | +143.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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