+207.9%
HIMS vs LH
+28.2%
+179.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.2% |
| 7D | -2.7% | -3.2% | +0.5% | -0.7% |
| 30D | -12.2% | +0.1% | -12.3% | -12.1% |
| 3M | -3.7% | +18.6% | -22.4% | -14.0% |
| 6M | +25.9% | +17.9% | +8.0% | +12.5% |
| YTD | -14.1% | +28.9% | -43.0% | -28.3% |
| 1Y | -41.6% | +16.6% | -58.2% | -47.9% |
| 3Y | +327.3% | +63.6% | +263.7% | +203.4% |
| 5Y | +207.9% | +30.0% | +177.9% | +135.5% |
| All | +207.9% | +28.2% | +179.7% | +135.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling