+180.7%
HIMS vs LYFT
-67.3%
+248.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.2% |
| 7D | -0.7% | -8.4% | +7.7% | +1.1% |
| 30D | -8.2% | -7.6% | -0.6% | -6.8% |
| 3M | -4.7% | +11.7% | -16.5% | -7.2% |
| 6M | +6.3% | +15.1% | -8.8% | +3.0% |
| YTD | -15.3% | -20.9% | +5.6% | -11.5% |
| 1Y | -46.9% | -16.4% | -30.5% | -45.5% |
| 3Y | +321.3% | +35.2% | +286.1% | +277.2% |
| 5Y | +215.8% | -69.4% | +285.2% | +230.9% |
| All | +180.7% | -67.3% | +248.0% | +187.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling