+331.4%
HIMS vs HST
+68.6%
+262.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | -0.9% | +2.0% | -2.9% | -2.5% |
| 30D | -10.8% | -5.2% | -5.6% | -7.0% |
| 3M | +3.7% | -6.2% | +9.9% | +7.9% |
| 6M | +79.0% | +20.4% | +58.5% | +50.0% |
| YTD | -13.2% | +30.6% | -43.9% | -33.0% |
| 1Y | -43.3% | +37.4% | -80.6% | -58.7% |
| 3Y | +331.4% | +66.1% | +265.3% | +180.5% |
| All | +331.4% | +68.6% | +262.8% | +180.5% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling