+182.8%
HIMS vs LPLA
+357.0%
-174.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -3.9% | -3.1% | -0.9% | -2.9% |
| 30D | -12.4% | -0.1% | -12.4% | -12.6% |
| 3M | -1.1% | +23.2% | -24.3% | -8.8% |
| 6M | +68.4% | +15.5% | +52.9% | +57.5% |
| YTD | -14.7% | +0.9% | -15.5% | -16.2% |
| 1Y | -42.4% | +0.2% | -42.6% | -43.4% |
| 3Y | +304.5% | +55.2% | +249.3% | +256.7% |
| 5Y | +237.5% | +145.4% | +92.1% | +164.4% |
| All | +182.8% | +357.0% | -174.2% | +107.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling