+182.8%
HIMS vs LVS
-18.3%
+201.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -3.9% | -1.5% | -2.4% | -3.4% |
| 30D | -12.4% | -3.2% | -9.2% | -11.5% |
| 3M | -1.1% | -12.0% | +10.9% | +3.5% |
| 6M | +68.4% | -19.9% | +88.3% | +83.5% |
| YTD | -14.7% | -30.6% | +16.0% | -2.8% |
| 1Y | -42.4% | -17.7% | -24.7% | -38.9% |
| 3Y | +304.5% | -14.2% | +318.7% | +312.5% |
| 5Y | +237.5% | +9.6% | +227.9% | +206.4% |
| All | +182.8% | -18.3% | +201.0% | +163.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling