+180.7%
HIMS vs LH
+121.2%
+59.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.3% |
| 7D | -0.7% | -4.7% | +4.0% | +1.0% |
| 30D | -8.2% | -3.5% | -4.7% | -6.9% |
| 3M | -4.7% | +17.7% | -22.4% | -10.4% |
| 6M | +6.3% | +15.8% | -9.5% | +0.4% |
| YTD | -15.3% | +25.1% | -40.4% | -22.4% |
| 1Y | -46.9% | +12.5% | -59.4% | -49.5% |
| 3Y | +321.3% | +59.8% | +261.5% | +258.6% |
| 5Y | +215.8% | +27.1% | +188.8% | +177.7% |
| All | +180.7% | +121.2% | +59.6% | +132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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