+812.9%
LITE vs HIMS
+165.8%
+647.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +8.1% | -2.4% | +4.2% |
| 7D | -35.9% | -6.1% | -29.9% | -34.9% |
| 30D | -51.5% | -12.0% | -39.5% | -50.1% |
| 3M | -35.7% | -12.3% | -23.4% | -34.2% |
| 6M | -43.0% | -3.3% | -39.7% | -43.2% |
| YTD | +46.1% | -19.9% | +66.0% | +45.8% |
| 1Y | +124.7% | -37.4% | +162.1% | +134.1% |
| 3Y | +1,172.1% | +314.0% | +858.0% | +811.8% |
| 5Y | +477.0% | +212.1% | +264.9% | +305.3% |
| All | +812.9% | +165.8% | +647.0% | +456.9% |
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 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