+101.3%
HIMS vs HST
+98.2%
+3.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -24.1% | +3.6% | -27.7% | -25.3% |
| 30D | -28.8% | +11.2% | -40.0% | -31.5% |
| 3M | -31.4% | +13.1% | -44.5% | -34.3% |
| 6M | -18.3% | +23.9% | -42.2% | -24.6% |
| YTD | -39.2% | +52.3% | -91.5% | -47.9% |
| 1Y | -45.3% | +56.7% | -101.9% | -53.6% |
| 3Y | +181.9% | +87.5% | +94.3% | +129.1% |
| 5Y | +166.6% | +82.8% | +83.8% | +118.3% |
| All | +101.3% | +98.2% | +3.2% | +63.2% |
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