+181.9%
HIMS vs LBRT
-27.9%
+209.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.2% | -5.3% | -5.2% |
| 7D | -18.0% | +13.8% | -31.8% | -20.5% |
| 30D | -33.6% | -32.4% | -1.2% | -27.8% |
| 3M | -34.2% | -39.9% | +5.7% | -26.9% |
| 6M | -21.2% | -60.8% | +39.7% | -4.7% |
| YTD | -39.2% | -29.3% | -10.0% | -37.6% |
| 1Y | -49.4% | -18.9% | -30.6% | -50.0% |
| All | +181.9% | -27.9% | +209.7% | +184.9% |
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