+180.7%
HIMS vs LHX
+34.1%
+146.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | -0.7% | -4.3% | +3.5% | -0.3% |
| 30D | -8.2% | -15.1% | +6.9% | -6.7% |
| 3M | -4.7% | -21.0% | +16.3% | -2.5% |
| 6M | +6.3% | -32.0% | +38.3% | +10.9% |
| YTD | -15.3% | -15.3% | 0.0% | -13.7% |
| 1Y | -46.9% | -11.1% | -35.8% | -46.2% |
| 3Y | +321.3% | +54.0% | +267.3% | +309.1% |
| 5Y | +215.8% | +17.1% | +198.7% | +209.2% |
| All | +180.7% | +34.1% | +146.6% | +179.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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