+187.4%
HIMS vs HST
+70.0%
+117.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | -0.9% | +2.0% | -2.9% | -1.6% |
| 30D | -10.8% | -5.2% | -5.6% | -9.1% |
| 3M | +3.7% | -6.2% | +9.9% | +5.7% |
| 6M | +79.0% | +20.4% | +58.5% | +67.1% |
| YTD | -13.2% | +30.6% | -43.9% | -21.4% |
| 1Y | -43.3% | +37.4% | -80.6% | -49.7% |
| 3Y | +331.4% | +66.1% | +265.3% | +267.5% |
| 5Y | +230.2% | +73.7% | +156.5% | +183.5% |
| All | +187.4% | +70.0% | +117.5% | +146.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling