+68.4%
HIMS vs LII
-29.6%
+98.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.5% | -0.9% |
| 7D | -3.9% | -0.7% | -3.2% | -3.6% |
| 30D | -12.4% | -12.6% | +0.2% | -6.5% |
| 3M | -1.1% | -24.4% | +23.4% | +13.4% |
| 6M | +68.4% | -28.7% | +97.2% | +111.1% |
| All | +68.4% | -29.6% | +98.0% | +111.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling