+1,066.8%
HL vs HIMS
+188.0%
+878.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.7% | -1.3% |
| 7D | +7.1% | -0.9% | +8.0% | +7.2% |
| 30D | +21.4% | -10.8% | +32.3% | +23.6% |
| 3M | +37.4% | +3.7% | +33.8% | +35.6% |
| 6M | +0.4% | +79.0% | -78.6% | -10.8% |
| YTD | +6.7% | -13.2% | +19.9% | +5.5% |
| 1Y | +102.4% | -43.3% | +145.6% | +111.5% |
| 3Y | +417.4% | +331.4% | +86.0% | +188.1% |
| 5Y | +243.3% | +230.2% | +13.1% | +84.5% |
| All | +1,066.8% | +188.0% | +878.8% | +490.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling