+327.3%
HIMS vs LPLA
+44.8%
+282.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -2.7% | -1.5% | -1.2% | -1.9% |
| 30D | -12.2% | -6.0% | -6.2% | -9.4% |
| 3M | -3.7% | +21.4% | -25.1% | -15.7% |
| 6M | +25.9% | +12.1% | +13.8% | +14.1% |
| YTD | -14.1% | -1.8% | -12.2% | -15.3% |
| 1Y | -41.6% | +3.2% | -44.8% | -44.7% |
| All | +327.3% | +44.8% | +282.4% | +287.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling