-37.7%
HIMS vs HST
+76.4%
-114.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.5% | +3.4% |
| 7D | -9.1% | +3.3% | -12.4% | -9.8% |
| 30D | -10.1% | +16.4% | -26.5% | -13.0% |
| 3M | -17.1% | +5.5% | -22.6% | -18.8% |
| 6M | -2.2% | +31.1% | -33.4% | -7.5% |
| YTD | -17.9% | +55.9% | -73.8% | -21.7% |
| 1Y | -37.7% | +75.6% | -113.3% | -41.3% |
| All | -37.7% | +76.4% | -114.1% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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