+134.1%
HIMS vs LIN
+198.7%
-64.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.0% | -12.8% | -12.2% |
| 7D | -9.1% | +0.1% | -9.2% | -9.2% |
| 30D | -25.8% | +7.6% | -33.4% | -28.3% |
| 3M | -27.4% | +6.5% | -33.9% | -29.6% |
| 6M | -18.9% | +6.2% | -25.0% | -21.9% |
| YTD | -29.4% | +23.2% | -52.6% | -37.2% |
| 1Y | -44.1% | +25.4% | -69.5% | -50.9% |
| 3Y | +246.0% | +38.3% | +207.7% | +187.5% |
| 5Y | +177.1% | +64.4% | +112.6% | +107.8% |
| All | +134.1% | +198.7% | -64.7% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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