+101.3%
HIMS vs LII
+62.6%
+38.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.8% | -4.4% | -4.9% |
| 7D | -18.0% | -0.2% | -17.8% | -18.0% |
| 30D | -33.6% | -0.6% | -33.0% | -33.9% |
| 3M | -34.2% | -17.0% | -17.2% | -29.4% |
| 6M | -21.2% | -31.1% | +10.0% | -8.6% |
| YTD | -39.2% | -27.7% | -11.6% | -32.4% |
| 1Y | -49.4% | -26.2% | -23.3% | -44.3% |
| 3Y | +189.7% | -9.6% | +199.3% | +201.3% |
| 5Y | +166.6% | +15.7% | +151.0% | +133.0% |
| All | +101.3% | +62.6% | +38.7% | +72.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling