+372.0%
LLY vs HIMS
+237.9%
+134.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -2.1% | -3.9% | +1.8% | -2.0% |
| 30D | -1.6% | -12.4% | +10.8% | -1.2% |
| 3M | +2.3% | -1.1% | +3.4% | +1.8% |
| 6M | +14.9% | +68.4% | -53.6% | +11.1% |
| YTD | +7.5% | -14.7% | +22.1% | +6.9% |
| 1Y | +55.7% | -42.4% | +98.1% | +56.9% |
| 3Y | +110.6% | +304.5% | -193.9% | +80.8% |
| All | +372.0% | +237.9% | +134.1% | +267.6% |
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