+222.2%
HIMS vs LDOS
+43.9%
+178.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -3.9% | -5.4% | +1.5% | -1.8% |
| 30D | -12.4% | +4.9% | -17.3% | -14.5% |
| 3M | -1.1% | +7.2% | -8.3% | -4.7% |
| 6M | +68.4% | -24.2% | +92.7% | +89.1% |
| YTD | -14.7% | -25.8% | +11.1% | -4.2% |
| 1Y | -42.4% | -24.7% | -17.7% | -35.9% |
| 3Y | +304.5% | +39.3% | +265.2% | +265.0% |
| All | +222.2% | +43.9% | +178.3% | +184.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling