+184.7%
HIMS vs LEN
+67.8%
+116.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.1% |
| 7D | -2.7% | -3.4% | +0.7% | -2.0% |
| 30D | -12.2% | -5.7% | -6.5% | -11.1% |
| 3M | -3.7% | -12.2% | +8.5% | -0.9% |
| 6M | +25.9% | -18.3% | +44.2% | +31.9% |
| YTD | -14.1% | -20.2% | +6.1% | -10.6% |
| 1Y | -41.6% | -40.1% | -1.6% | -35.3% |
| 3Y | +327.3% | -26.2% | +353.4% | +339.1% |
| 5Y | +207.9% | -9.8% | +217.8% | +193.7% |
| All | +184.7% | +67.8% | +116.9% | +163.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling