+180.7%
HIMS vs LYV
+141.2%
+39.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.2% |
| 7D | -0.7% | -1.9% | +1.2% | -0.1% |
| 30D | -8.2% | -8.2% | 0.0% | -5.5% |
| 3M | -4.7% | -1.3% | -3.4% | -4.6% |
| 6M | +6.3% | +2.6% | +3.7% | +4.7% |
| YTD | -15.3% | +19.4% | -34.7% | -20.9% |
| 1Y | -46.9% | -2.2% | -44.6% | -47.2% |
| 3Y | +321.3% | +106.0% | +215.2% | +247.2% |
| 5Y | +215.8% | +97.7% | +118.2% | +167.5% |
| All | +180.7% | +141.2% | +39.5% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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