+7.8%
LQD vs HIMS
+181.3%
-173.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -1.1% | -0.7% | -0.4% | -1.1% |
| 30D | -1.3% | -8.2% | +6.9% | -1.2% |
| 3M | -3.2% | -4.7% | +1.5% | -3.3% |
| 6M | -2.1% | +6.3% | -8.4% | -2.5% |
| YTD | -2.4% | -15.3% | +12.9% | -2.6% |
| 1Y | -2.7% | -46.9% | +44.2% | -2.3% |
| 3Y | +14.2% | +321.3% | -307.1% | +7.6% |
| 5Y | -5.8% | +215.8% | -221.6% | -12.1% |
| All | +7.8% | +181.3% | -173.5% | -5.5% |
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