+141.5%
HIMS vs LBRT
+28.1%
+113.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | -24.1% | +9.2% | -33.3% | -25.5% |
| 30D | -28.8% | -27.5% | -1.3% | -24.7% |
| 3M | -31.4% | -37.9% | +6.5% | -25.7% |
| 6M | -18.3% | -60.7% | +42.4% | -4.5% |
| YTD | -39.2% | -28.5% | -10.7% | -37.5% |
| 1Y | -45.3% | -13.2% | -32.1% | -45.8% |
| 3Y | +181.9% | -28.8% | +210.6% | +178.2% |
| All | +141.5% | +28.1% | +113.4% | +104.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling