+207.7%
HIMS vs LSCC
+26.3%
+181.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +7.1% | +0.9% | +4.8% |
| 7D | -6.1% | +13.0% | -19.0% | -11.3% |
| 30D | -12.0% | -19.8% | +7.8% | -3.4% |
| 3M | -12.3% | -18.4% | +6.1% | -5.7% |
| 6M | -3.3% | -16.1% | +12.8% | +1.3% |
| YTD | -19.9% | +42.7% | -62.7% | -35.5% |
| 1Y | -37.4% | +68.0% | -105.4% | -53.4% |
| 3Y | +314.0% | +85.8% | +228.2% | +163.2% |
| All | +207.7% | +26.3% | +181.3% | +109.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling