+1,376.7%
LRCX vs HIMS
+188.0%
+1,188.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +3.9% |
| 7D | +10.4% | -0.9% | +11.4% | +10.6% |
| 30D | +2.9% | -10.8% | +13.7% | +4.4% |
| 3M | -1.2% | +3.7% | -4.9% | -3.0% |
| 6M | +60.9% | +79.0% | -18.1% | +41.3% |
| YTD | +87.5% | -13.2% | +100.8% | +84.2% |
| 1Y | +206.6% | -43.3% | +249.9% | +219.7% |
| 3Y | +392.1% | +331.4% | +60.7% | +198.8% |
| 5Y | +478.4% | +230.2% | +248.2% | +233.2% |
| All | +1,376.7% | +188.0% | +1,188.7% | +428.2% |
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