+1,303.1%
LLY vs HIMS
+95.6%
+1,207.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -16.6% | +18.0% | +2.0% |
| 7D | +1.6% | -25.6% | +27.2% | +2.5% |
| 30D | +21.5% | -38.1% | +59.6% | +23.1% |
| 3M | +16.4% | -39.8% | +56.2% | +18.0% |
| 6M | +51.5% | -32.3% | +83.8% | +52.3% |
| YTD | +33.9% | -41.1% | +75.0% | +34.6% |
| 1Y | +49.1% | -53.4% | +102.5% | +51.0% |
| 3Y | +144.6% | +180.9% | -36.3% | +122.1% |
| 5Y | +466.3% | +138.5% | +327.8% | +399.5% |
| All | +1,303.1% | +95.6% | +1,207.5% | +961.0% |
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 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