+165.2%
HIMS vs LTH
+174.8%
-9.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.2% | -1.0% | -3.3% |
| 7D | -18.0% | -4.6% | -13.4% | -16.3% |
| 30D | -33.6% | +14.8% | -48.4% | -37.8% |
| 3M | -34.2% | +3.9% | -38.1% | -35.9% |
| 6M | -21.2% | +35.5% | -56.7% | -33.1% |
| YTD | -39.2% | +71.3% | -110.6% | -54.7% |
| 1Y | -49.4% | +75.7% | -125.1% | -62.8% |
| 3Y | +189.7% | +231.9% | -42.2% | +61.8% |
| 5Y | +166.6% | +130.5% | +36.2% | +49.0% |
| All | +165.2% | +174.8% | -9.6% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling