+463.9%
LLY vs HIMS
+166.7%
+297.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -11.8% | +16.0% | +4.7% |
| 7D | +0.1% | -9.1% | +9.2% | +0.4% |
| 30D | +19.7% | -25.8% | +45.5% | +21.0% |
| 3M | +19.3% | -27.4% | +46.6% | +20.4% |
| 6M | +49.3% | -18.9% | +68.2% | +49.4% |
| YTD | +32.0% | -29.4% | +61.4% | +32.0% |
| 1Y | +53.7% | -44.1% | +97.8% | +55.2% |
| 3Y | +143.7% | +246.0% | -102.3% | +106.7% |
| 5Y | +463.9% | +177.1% | +286.8% | +345.3% |
| All | +463.9% | +166.7% | +297.1% | +345.3% |
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