+309.9%
HIMS vs LBRT
+21.3%
+288.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.7% |
| 7D | -3.9% | +8.7% | -12.7% | -5.7% |
| 30D | -12.4% | +6.6% | -19.1% | -14.0% |
| 3M | -1.1% | -34.5% | +33.4% | +7.0% |
| 6M | +68.4% | -24.5% | +92.9% | +74.5% |
| YTD | -14.7% | +12.7% | -27.4% | -20.1% |
| 1Y | -42.4% | +94.8% | -137.2% | -55.0% |
| All | +309.9% | +21.3% | +288.6% | +270.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling