+222.2%
HIMS vs LSCC
+82.7%
+139.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -1.3% |
| 7D | -3.9% | +1.3% | -5.2% | -4.5% |
| 30D | -12.4% | -9.7% | -2.8% | -8.4% |
| 3M | -1.1% | -23.7% | +22.6% | +10.9% |
| 6M | +68.4% | +26.5% | +42.0% | +48.8% |
| YTD | -14.7% | +57.5% | -72.2% | -33.1% |
| 1Y | -42.4% | +75.7% | -118.1% | -57.4% |
| 3Y | +304.5% | +19.5% | +285.1% | +233.9% |
| All | +222.2% | +82.7% | +139.5% | +88.5% |
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