+141.5%
HIMS vs LII
+17.0%
+124.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.7% |
| 7D | -24.1% | +2.9% | -27.1% | -25.4% |
| 30D | -28.8% | +0.9% | -29.7% | -30.0% |
| 3M | -31.4% | -15.5% | -15.9% | -25.3% |
| 6M | -18.3% | -30.2% | +11.9% | -1.0% |
| YTD | -39.2% | -26.8% | -12.4% | -31.1% |
| 1Y | -45.3% | -25.3% | -20.0% | -38.9% |
| 3Y | +181.9% | -7.8% | +189.6% | +166.4% |
| All | +141.5% | +17.0% | +124.5% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling