-53.4%
HIMS vs LDOS
-29.6%
-23.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.1% | -17.7% | -16.7% |
| 7D | -25.6% | +1.9% | -27.4% | -25.8% |
| 30D | -38.1% | +12.8% | -50.9% | -39.8% |
| 3M | -39.8% | -1.0% | -38.8% | -39.7% |
| 6M | -32.3% | +6.2% | -38.5% | -33.3% |
| YTD | -41.1% | -23.2% | -17.9% | -37.5% |
| 1Y | -53.4% | -29.5% | -23.9% | -44.1% |
| All | -53.4% | -29.6% | -23.8% | -44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling