+57.3%
LLY vs HIMS
-41.7%
+99.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | +0.6% |
| 7D | +10.1% | -9.1% | +19.1% | +10.2% |
| 30D | +24.0% | -10.1% | +34.2% | +24.1% |
| 3M | +27.3% | -17.1% | +44.4% | +27.2% |
| 6M | +47.0% | -2.2% | +49.2% | +46.6% |
| YTD | +32.6% | -17.9% | +50.5% | +32.2% |
| 1Y | +57.3% | -37.7% | +95.0% | +56.0% |
| All | +57.3% | -41.7% | +99.1% | +56.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling