+911.2%
LITE vs HIMS
+101.7%
+809.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | +10.8% | -24.1% | +34.9% | +15.9% |
| 30D | -33.4% | -28.8% | -4.6% | -29.2% |
| 3M | -32.2% | -31.4% | -0.8% | -27.8% |
| 6M | -42.1% | -18.3% | -23.8% | -40.7% |
| YTD | +61.9% | -39.2% | +101.1% | +69.0% |
| 1Y | +163.0% | -45.3% | +208.3% | +180.1% |
| 3Y | +1,358.0% | +181.9% | +1,176.2% | +1,009.6% |
| 5Y | +549.9% | +166.6% | +383.3% | +371.6% |
| All | +911.2% | +101.7% | +809.5% | +545.2% |
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