-42.4%
HIMS vs LEN
-37.1%
-5.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | -3.9% | -3.2% | -0.7% | -3.5% |
| 30D | -12.4% | -4.9% | -7.6% | -12.0% |
| 3M | -1.1% | -8.5% | +7.4% | -0.3% |
| 6M | +68.4% | -20.7% | +89.1% | +57.7% |
| YTD | -14.7% | -17.4% | +2.8% | -19.8% |
| 1Y | -42.4% | -38.2% | -4.2% | -46.7% |
| All | -42.4% | -37.1% | -5.3% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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