+490.8%
LITE vs HIMS
+211.8%
+279.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +8.1% | -2.4% | +4.0% |
| 7D | -35.9% | -6.1% | -29.9% | -34.8% |
| 30D | -51.5% | -12.0% | -39.5% | -50.0% |
| 3M | -35.7% | -12.3% | -23.4% | -34.0% |
| 6M | -43.0% | -3.3% | -39.7% | -43.2% |
| YTD | +46.1% | -19.9% | +66.0% | +45.7% |
| 1Y | +124.7% | -37.4% | +162.1% | +134.7% |
| 3Y | +1,172.1% | +314.0% | +858.0% | +767.8% |
| All | +490.8% | +211.8% | +279.1% | +278.9% |
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 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