+165.3%
HIMS vs LIN
+195.8%
-30.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.1% | +9.2% | +8.5% |
| 7D | -6.1% | +0.2% | -6.3% | -6.2% |
| 30D | -12.0% | +6.5% | -18.4% | -14.5% |
| 3M | -12.3% | +5.5% | -17.8% | -14.6% |
| 6M | -3.3% | +3.3% | -6.6% | -5.7% |
| YTD | -19.9% | +22.0% | -42.0% | -28.5% |
| 1Y | -37.4% | +25.7% | -63.1% | -45.0% |
| 3Y | +314.0% | +36.2% | +277.8% | +246.4% |
| 5Y | +212.1% | +66.1% | +146.1% | +134.1% |
| All | +165.3% | +195.8% | -30.5% | +81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling