+180.7%
HIMS vs LUMN
-34.2%
+214.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.7% | +0.1% |
| 7D | -0.7% | +2.5% | -3.2% | -0.9% |
| 30D | -8.2% | +10.3% | -18.5% | -9.0% |
| 3M | -4.7% | -18.3% | +13.5% | -3.4% |
| 6M | +6.3% | +4.4% | +1.9% | +5.6% |
| YTD | -15.3% | -10.7% | -4.6% | -15.3% |
| 1Y | -46.9% | +14.0% | -60.8% | -48.1% |
| 3Y | +321.3% | +406.6% | -85.3% | +255.9% |
| 5Y | +215.8% | -36.8% | +252.6% | +207.9% |
| All | +180.7% | -34.2% | +214.9% | +163.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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