+197.3%
HIMS vs LSCC
+118.1%
+79.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +10.4% | -1.6% | +4.7% |
| 7D | -21.9% | +14.5% | -36.4% | -26.1% |
| 30D | -32.1% | -0.1% | -32.0% | -32.7% |
| 3M | -31.8% | -2.7% | -29.1% | -32.4% |
| 6M | -28.6% | -4.8% | -23.8% | -29.4% |
| YTD | -35.9% | +66.9% | -102.8% | -49.5% |
| 1Y | -47.6% | +85.8% | -133.5% | -60.5% |
| All | +197.3% | +118.1% | +79.1% | +89.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling