+180.0%
HIMS vs LEN
+61.8%
+118.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -0.8% |
| 7D | -1.4% | -7.8% | +6.4% | +0.5% |
| 30D | -10.1% | -11.0% | +1.0% | -7.6% |
| 3M | -1.2% | -12.8% | +11.6% | +1.9% |
| 6M | +16.9% | -20.2% | +37.1% | +23.2% |
| YTD | -15.5% | -23.0% | +7.5% | -11.3% |
| 1Y | -42.6% | -41.8% | -0.8% | -35.9% |
| 3Y | +320.2% | -28.8% | +349.0% | +335.6% |
| 5Y | +215.0% | -12.6% | +227.6% | +203.0% |
| All | +180.0% | +61.8% | +118.2% | +161.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling