-53.4%
HIMS vs LSCC
+69.4%
-122.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.3% | -14.3% | -15.6% |
| 7D | -25.6% | +5.0% | -30.6% | -27.3% |
| 30D | -38.1% | -11.7% | -26.4% | -35.2% |
| 3M | -39.8% | -13.3% | -26.5% | -37.0% |
| 6M | -32.3% | -12.5% | -19.8% | -31.4% |
| YTD | -41.1% | +51.2% | -92.3% | -55.6% |
| 1Y | -53.4% | +65.9% | -119.3% | -67.6% |
| All | -53.4% | +69.4% | -122.8% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 1y: compounded portfolio wealth divided by compounded LSCC 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…
1y analysis · Full analysis span regression · 6 months rolling