+180.7%
HIMS vs LNG
+352.9%
-172.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -0.7% | -4.7% | +4.0% | +0.1% |
| 30D | -8.2% | +3.8% | -12.0% | -9.0% |
| 3M | -4.7% | +16.2% | -20.9% | -8.3% |
| 6M | +6.3% | +11.7% | -5.4% | +2.2% |
| YTD | -15.3% | +44.2% | -59.5% | -24.1% |
| 1Y | -46.9% | +18.6% | -65.4% | -49.9% |
| 3Y | +321.3% | +77.4% | +243.9% | +269.5% |
| 5Y | +215.8% | +232.3% | -16.4% | +155.0% |
| All | +180.7% | +352.9% | -172.2% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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