+177.1%
HIMS vs LTH
+142.3%
+34.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.5% | -11.3% | -11.5% |
| 7D | -9.1% | +7.0% | -16.1% | -12.0% |
| 30D | -25.8% | +15.4% | -41.2% | -30.7% |
| 3M | -27.4% | +7.0% | -34.4% | -30.3% |
| 6M | -18.9% | +46.9% | -65.7% | -34.0% |
| YTD | -29.4% | +76.4% | -105.8% | -48.1% |
| 1Y | -44.1% | +83.7% | -127.8% | -59.8% |
| 3Y | +246.0% | +248.9% | -2.9% | +88.8% |
| 5Y | +177.1% | +141.8% | +35.2% | +49.5% |
| All | +177.1% | +142.3% | +34.7% | +49.5% |
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