+187.4%
HIMS vs LII
+79.2%
+108.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.0% | +2.3% |
| 7D | -0.9% | +2.1% | -3.1% | -1.9% |
| 30D | -10.8% | -12.4% | +1.6% | -5.8% |
| 3M | +3.7% | -24.8% | +28.5% | +17.0% |
| 6M | +79.0% | -25.2% | +104.1% | +100.5% |
| YTD | -13.2% | -20.3% | +7.0% | -6.7% |
| 1Y | -43.3% | -32.9% | -10.3% | -34.3% |
| 3Y | +331.4% | +2.0% | +329.4% | +329.9% |
| 5Y | +230.2% | +24.4% | +205.8% | +179.2% |
| All | +187.4% | +79.2% | +108.2% | +138.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded LII 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling