+180.7%
HIMS vs LVS
-21.1%
+201.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | 0.0% |
| 7D | -0.7% | -3.5% | +2.7% | +0.7% |
| 30D | -8.2% | -6.2% | -2.0% | -6.0% |
| 3M | -4.7% | -14.8% | +10.1% | +0.9% |
| 6M | +6.3% | -20.9% | +27.2% | +16.2% |
| YTD | -15.3% | -33.0% | +17.8% | -2.1% |
| 1Y | -46.9% | -20.0% | -26.8% | -43.0% |
| 3Y | +321.3% | -6.9% | +328.2% | +318.7% |
| 5Y | +215.8% | +9.1% | +206.8% | +189.5% |
| All | +180.7% | -21.1% | +201.8% | +165.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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