+222.2%
HIMS vs LBRT
+115.1%
+107.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.7% |
| 7D | -3.9% | +8.7% | -12.7% | -5.5% |
| 30D | -12.4% | +6.6% | -19.1% | -13.8% |
| 3M | -1.1% | -34.5% | +33.4% | +6.0% |
| 6M | +68.4% | -24.5% | +92.9% | +74.2% |
| YTD | -14.7% | +12.7% | -27.4% | -18.9% |
| 1Y | -42.4% | +94.8% | -137.2% | -52.5% |
| 3Y | +304.5% | +31.9% | +272.7% | +257.6% |
| All | +222.2% | +115.1% | +107.1% | +153.4% |
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