+331.4%
HIMS vs LEN
-25.9%
+357.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.5% | +2.5% |
| 7D | -0.9% | -2.9% | +1.9% | -0.4% |
| 30D | -10.8% | -8.9% | -2.0% | -9.2% |
| 3M | +3.7% | -10.9% | +14.6% | +6.1% |
| 6M | +79.0% | -19.7% | +98.6% | +85.0% |
| YTD | -13.2% | -20.6% | +7.3% | -11.4% |
| 1Y | -43.3% | -42.4% | -0.8% | -38.2% |
| 3Y | +331.4% | -26.5% | +357.9% | +289.7% |
| All | +331.4% | -25.9% | +357.3% | +289.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling