+101.3%
HIMS vs LNT
+79.1%
+22.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -24.1% | +1.0% | -25.2% | -24.2% |
| 30D | -28.8% | +9.6% | -38.4% | -29.6% |
| 3M | -31.4% | +5.4% | -36.8% | -31.9% |
| 6M | -18.3% | +3.1% | -21.4% | -18.8% |
| YTD | -39.2% | +16.5% | -55.7% | -40.8% |
| 1Y | -45.3% | +12.3% | -57.6% | -46.4% |
| 3Y | +181.9% | +70.3% | +111.5% | +162.3% |
| 5Y | +166.6% | +56.4% | +110.2% | +151.0% |
| All | +101.3% | +79.1% | +22.3% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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