+210.1%
HIMS vs LYFT
-69.9%
+280.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.3% |
| 7D | -0.7% | -8.4% | +7.7% | +1.6% |
| 30D | -8.2% | -7.6% | -0.6% | -6.4% |
| 3M | -4.7% | +11.7% | -16.5% | -7.9% |
| 6M | +6.3% | +15.1% | -8.8% | +2.1% |
| YTD | -15.3% | -20.9% | +5.6% | -10.6% |
| 1Y | -46.9% | -16.4% | -30.5% | -45.3% |
| 3Y | +321.3% | +35.2% | +286.1% | +262.1% |
| All | +210.1% | -69.9% | +280.1% | +306.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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