+9.0%
LQD vs HIMS
+188.0%
-179.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | 0.0% |
| 7D | +0.2% | -0.9% | +1.2% | +0.3% |
| 30D | -0.6% | -10.8% | +10.2% | -0.5% |
| 3M | -1.2% | +3.7% | -4.9% | -1.4% |
| 6M | -1.9% | +79.0% | -80.9% | -3.2% |
| YTD | -1.3% | -13.2% | +12.0% | -1.5% |
| 1Y | -1.0% | -43.3% | +42.2% | -0.7% |
| 3Y | +15.2% | +331.4% | -316.1% | +8.5% |
| 5Y | -4.4% | +230.2% | -234.7% | -10.8% |
| All | +9.0% | +188.0% | -179.0% | -4.4% |
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