+101.3%
HIMS vs LPLA
+272.3%
-171.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -24.1% | -0.9% | -23.2% | -24.1% |
| 30D | -28.8% | -9.5% | -19.3% | -27.3% |
| 3M | -31.4% | -21.9% | -9.6% | -26.6% |
| 6M | -18.3% | -2.6% | -15.7% | -19.6% |
| YTD | -39.2% | -17.8% | -21.4% | -37.0% |
| 1Y | -45.3% | -21.2% | -24.1% | -42.3% |
| 3Y | +181.9% | +30.6% | +151.2% | +160.8% |
| 5Y | +166.6% | +81.3% | +85.3% | +124.2% |
| All | +101.3% | +272.3% | -171.0% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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