+112.3%
HIMS vs LDOS
+70.3%
+42.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.4% | +11.2% | +9.3% |
| 7D | -21.9% | -1.3% | -20.6% | -21.9% |
| 30D | -32.1% | +10.1% | -42.2% | -33.8% |
| 3M | -31.8% | -4.7% | -27.1% | -31.5% |
| 6M | -28.6% | +5.6% | -34.2% | -30.2% |
| YTD | -35.9% | -25.1% | -10.8% | -32.4% |
| 1Y | -47.6% | -31.7% | -16.0% | -43.6% |
| 3Y | +205.6% | +33.7% | +171.9% | +202.9% |
| 5Y | +170.3% | +54.4% | +115.9% | +165.7% |
| All | +112.3% | +70.3% | +42.1% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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