+77.6%
HL vs HIMS
-43.7%
+121.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -4.4% | -0.7% | -3.6% | -4.2% |
| 30D | +9.3% | -8.2% | +17.5% | +11.1% |
| 3M | +32.0% | -4.7% | +36.7% | +32.0% |
| 6M | -6.4% | +6.3% | -12.7% | -8.6% |
| YTD | +3.1% | -15.3% | +18.4% | +10.5% |
| 1Y | +77.6% | -46.9% | +124.4% | +113.9% |
| All | +77.6% | -43.7% | +121.2% | +113.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling