+1,001.0%
LLY vs HIMS
+188.0%
+813.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.3% |
| 7D | -3.1% | -0.9% | -2.2% | -3.1% |
| 30D | -5.1% | -10.8% | +5.7% | -4.8% |
| 3M | -2.1% | +3.7% | -5.7% | -2.6% |
| 6M | +13.8% | +79.0% | -65.1% | +10.4% |
| YTD | +5.1% | -13.2% | +18.3% | +4.5% |
| 1Y | +53.1% | -43.3% | +96.4% | +54.2% |
| 3Y | +95.6% | +331.4% | -235.8% | +75.4% |
| 5Y | +361.5% | +230.2% | +131.3% | +302.8% |
| All | +1,001.0% | +188.0% | +813.0% | +723.9% |
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 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