+278.6%
HIMS vs LTH
+156.3%
+122.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.4% | +2.5% |
| 7D | -0.9% | +1.5% | -2.5% | -1.7% |
| 30D | -10.8% | -3.1% | -7.8% | -10.0% |
| 3M | +3.7% | +28.1% | -24.4% | -9.0% |
| 6M | +79.0% | +67.4% | +11.6% | +36.6% |
| YTD | -13.2% | +59.8% | -73.0% | -32.9% |
| 1Y | -43.3% | +45.6% | -88.8% | -54.4% |
| 3Y | +331.4% | +162.0% | +169.4% | +165.6% |
| All | +278.6% | +156.3% | +122.3% | +111.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling