+182.8%
HIMS vs LNT
+64.5%
+118.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.9% | -0.1% | -3.8% | -3.9% |
| 30D | -12.4% | -3.2% | -9.3% | -12.1% |
| 3M | -1.1% | -4.1% | +3.0% | -0.8% |
| 6M | +68.4% | -4.6% | +73.0% | +68.8% |
| YTD | -14.7% | +7.0% | -21.7% | -16.1% |
| 1Y | -42.4% | +8.3% | -50.7% | -43.4% |
| 3Y | +304.5% | +51.0% | +253.5% | +281.3% |
| 5Y | +237.5% | +30.2% | +207.4% | +220.5% |
| All | +182.8% | +64.5% | +118.3% | +165.9% |
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