+187.4%
HIMS vs LNG
+349.1%
-161.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.5% | +7.1% | +2.6% |
| 7D | -0.9% | -6.2% | +5.2% | +0.1% |
| 30D | -10.8% | +8.0% | -18.8% | -12.3% |
| 3M | +3.7% | +16.9% | -13.2% | -0.4% |
| 6M | +79.0% | +8.7% | +70.3% | +72.9% |
| YTD | -13.2% | +43.0% | -56.3% | -22.1% |
| 1Y | -43.3% | +19.4% | -62.7% | -46.6% |
| 3Y | +331.4% | +74.7% | +256.7% | +279.5% |
| 5Y | +230.2% | +222.4% | +7.8% | +167.5% |
| All | +187.4% | +349.1% | -161.7% | +121.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling