+165.3%
HIMS vs LDOS
+68.7%
+96.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.3% | +10.4% | +8.5% |
| 7D | -6.1% | -7.2% | +1.1% | -4.7% |
| 30D | -12.0% | +16.8% | -28.8% | -15.1% |
| 3M | -12.3% | -1.6% | -10.8% | -12.4% |
| 6M | -3.3% | -1.0% | -2.3% | -3.9% |
| YTD | -19.9% | -25.8% | +5.8% | -15.3% |
| 1Y | -37.4% | -31.1% | -6.3% | -32.6% |
| 3Y | +314.0% | +32.8% | +281.2% | +311.7% |
| 5Y | +212.1% | +49.4% | +162.7% | +207.6% |
| All | +165.3% | +68.7% | +96.6% | +157.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling