+220.3%
HIMS vs LVS
+5.3%
+215.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.2% |
| 7D | -2.7% | -2.7% | 0.0% | -1.3% |
| 30D | -12.2% | -4.7% | -7.5% | -10.1% |
| 3M | -3.7% | -15.6% | +11.8% | +4.6% |
| 6M | +25.9% | -18.6% | +44.5% | +40.1% |
| YTD | -14.1% | -32.3% | +18.2% | +3.9% |
| 1Y | -41.6% | -18.0% | -23.6% | -37.0% |
| 3Y | +327.3% | -5.8% | +333.1% | +312.9% |
| All | +220.3% | +5.3% | +215.0% | +164.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling