+159.4%
LRCX vs HIMS
-43.7%
+203.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -3.1% | -0.7% | -2.3% | -2.9% |
| 30D | -8.6% | -8.2% | -0.3% | -7.3% |
| 3M | -17.7% | -4.7% | -13.0% | -18.3% |
| 6M | +36.4% | +6.3% | +30.1% | +31.2% |
| YTD | +74.5% | -15.3% | +89.8% | +78.5% |
| 1Y | +159.4% | -46.9% | +206.3% | +192.8% |
| All | +159.4% | -43.7% | +203.1% | +192.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling