+272.4%
HIMS vs LTH
+160.9%
+111.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -3.9% | -0.6% | -3.3% | -3.7% |
| 30D | -12.4% | -4.6% | -7.9% | -10.8% |
| 3M | -1.1% | +32.8% | -33.9% | -14.6% |
| 6M | +68.4% | +64.6% | +3.8% | +29.6% |
| YTD | -14.7% | +62.6% | -77.3% | -34.5% |
| 1Y | -42.4% | +49.9% | -92.4% | -54.4% |
| 3Y | +304.5% | +151.3% | +153.2% | +153.7% |
| All | +272.4% | +160.9% | +111.6% | +106.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling