+1,283.2%
LLY vs HIMS
+134.6%
+1,148.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -11.8% | +16.0% | +4.7% |
| 7D | +0.1% | -9.1% | +9.2% | +0.3% |
| 30D | +19.7% | -25.8% | +45.5% | +20.8% |
| 3M | +19.3% | -27.4% | +46.6% | +20.2% |
| 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% | +54.8% |
| 3Y | +143.7% | +246.0% | -102.3% | +120.0% |
| 5Y | +463.9% | +177.1% | +286.8% | +394.8% |
| All | +1,283.2% | +134.6% | +1,148.6% | +940.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling