+182.8%
HIMS vs LH
+132.1%
+50.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.1% |
| 7D | -3.9% | -2.5% | -1.5% | -3.0% |
| 30D | -12.4% | +4.3% | -16.8% | -13.7% |
| 3M | -1.1% | +25.5% | -26.6% | -9.1% |
| 6M | +68.4% | +17.0% | +51.5% | +58.8% |
| YTD | -14.7% | +31.3% | -45.9% | -23.2% |
| 1Y | -42.4% | +20.0% | -62.4% | -46.5% |
| 3Y | +304.5% | +63.9% | +240.7% | +240.6% |
| 5Y | +237.5% | +30.9% | +206.7% | +192.2% |
| All | +182.8% | +132.1% | +50.7% | +130.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling