+320.2%
HIMS vs LVS
-8.3%
+328.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | 0.0% | -0.8% |
| 7D | -1.4% | -4.3% | +2.9% | +0.9% |
| 30D | -10.1% | -6.8% | -3.2% | -6.9% |
| 3M | -1.2% | -15.6% | +14.4% | +7.2% |
| 6M | +16.9% | -20.6% | +37.5% | +31.5% |
| YTD | -15.5% | -33.4% | +17.9% | +2.9% |
| 1Y | -42.6% | -20.1% | -22.4% | -37.5% |
| All | +320.2% | -8.3% | +328.6% | +290.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling