+215.0%
HIMS vs LEN
-13.7%
+228.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -0.2% |
| 7D | -1.4% | -7.8% | +6.4% | +1.9% |
| 30D | -10.1% | -11.0% | +1.0% | -5.8% |
| 3M | -1.2% | -12.8% | +11.6% | +4.1% |
| 6M | +16.9% | -20.2% | +37.1% | +28.1% |
| YTD | -15.5% | -23.0% | +7.5% | -8.4% |
| 1Y | -42.6% | -41.8% | -0.8% | -30.1% |
| 3Y | +320.2% | -28.8% | +349.0% | +313.2% |
| 5Y | +215.0% | -12.6% | +227.6% | +144.8% |
| All | +215.0% | -13.7% | +228.7% | +144.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling