+180.7%
HIMS vs LYB
+16.3%
+164.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | -0.7% | +0.3% | -1.0% | -0.8% |
| 30D | -8.2% | +2.5% | -10.7% | -8.5% |
| 3M | -4.7% | +1.4% | -6.1% | -5.1% |
| 6M | +6.3% | -3.5% | +9.8% | +5.2% |
| YTD | -15.3% | +52.0% | -67.3% | -23.6% |
| 1Y | -46.9% | +22.1% | -68.9% | -50.1% |
| 3Y | +321.3% | -22.8% | +344.1% | +324.5% |
| 5Y | +215.8% | -3.4% | +219.2% | +209.6% |
| All | +180.7% | +16.3% | +164.4% | +171.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling