+424.9%
LRCX vs HIMS
+202.2%
+222.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.6% | -4.0% | -5.3% |
| 7D | +1.8% | -1.4% | +3.2% | +2.1% |
| 30D | -4.3% | -10.1% | +5.8% | -2.9% |
| 3M | -7.3% | -1.2% | -6.1% | -8.4% |
| 6M | +38.6% | +16.9% | +21.6% | +31.0% |
| YTD | +74.4% | -15.5% | +89.9% | +71.9% |
| 1Y | +179.1% | -42.6% | +221.7% | +191.9% |
| 3Y | +357.7% | +320.2% | +37.5% | +139.2% |
| 5Y | +424.9% | +215.0% | +209.8% | +149.5% |
| All | +424.9% | +202.2% | +222.7% | +149.5% |
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 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