+302.2%
HIMS vs LSCC
+20.0%
+282.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -1.2% |
| 7D | -3.9% | +1.3% | -5.2% | -4.4% |
| 30D | -12.4% | -9.7% | -2.8% | -9.1% |
| 3M | -1.1% | -23.7% | +22.6% | +8.8% |
| 6M | +68.4% | +26.5% | +42.0% | +53.4% |
| YTD | -14.7% | +57.5% | -72.2% | -28.8% |
| 1Y | -42.4% | +75.7% | -118.1% | -53.9% |
| All | +302.2% | +20.0% | +282.1% | +210.0% |
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