+1,028.0%
HL vs HIMS
+181.3%
+846.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -4.4% | -0.7% | -3.6% | -4.2% |
| 30D | +9.3% | -8.2% | +17.5% | +10.8% |
| 3M | +32.0% | -4.7% | +36.7% | +32.0% |
| 6M | -6.4% | +6.3% | -12.7% | -9.0% |
| YTD | +3.1% | -15.3% | +18.4% | +2.3% |
| 1Y | +77.6% | -46.9% | +124.4% | +87.6% |
| 3Y | +392.8% | +321.3% | +71.5% | +175.5% |
| 5Y | +234.1% | +215.8% | +18.3% | +81.3% |
| All | +1,028.0% | +181.3% | +846.8% | +473.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIMS.
Daily Out/Under-Performance
Portfolio return minus HIMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIMS 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 HIMS 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