+238.2%
HL vs HIMS
+202.2%
+36.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.3% | -3.7% |
| 7D | -5.6% | -1.4% | -4.2% | -5.4% |
| 30D | +12.7% | -10.1% | +22.8% | +14.4% |
| 3M | +42.5% | -1.2% | +43.7% | +42.0% |
| 6M | -9.0% | +16.9% | -25.9% | -12.3% |
| YTD | +4.4% | -15.5% | +19.9% | +3.8% |
| 1Y | +82.7% | -42.6% | +125.2% | +89.8% |
| 3Y | +406.3% | +320.2% | +86.1% | +192.9% |
| 5Y | +238.2% | +215.0% | +23.1% | +79.4% |
| All | +238.2% | +202.2% | +36.0% | +79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling