-47.6%
HIMS vs LII
-27.8%
-19.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.8% | +8.0% | +8.6% |
| 7D | -21.9% | -2.3% | -19.7% | -21.4% |
| 30D | -32.1% | -1.7% | -30.4% | -32.2% |
| 3M | -31.8% | -18.3% | -13.5% | -27.5% |
| 6M | -28.6% | -32.3% | +3.7% | -18.7% |
| YTD | -35.9% | -27.1% | -8.8% | -32.8% |
| 1Y | -47.6% | -27.2% | -20.5% | -45.1% |
| All | -47.6% | -27.8% | -19.9% | -45.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling