-37.7%
HIMS vs LYB
+47.4%
-85.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.7% | +8.5% | +1.7% |
| 7D | -9.1% | -6.2% | -2.9% | -11.3% |
| 30D | -10.1% | +6.3% | -16.5% | -7.3% |
| 3M | -17.1% | +4.1% | -21.2% | -14.5% |
| 6M | -2.2% | -15.5% | +13.2% | -5.3% |
| YTD | -17.9% | +50.2% | -68.1% | -5.0% |
| 1Y | -37.7% | +50.6% | -88.3% | -29.1% |
| All | -37.7% | +47.4% | -85.1% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 1y: compounded portfolio wealth divided by compounded LYB 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…
1y analysis · Full analysis span regression · 6 months rolling