+222.2%
HIMS vs HST
+74.0%
+148.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | -3.9% | -1.0% | -2.9% | -3.2% |
| 30D | -12.4% | -12.3% | -0.2% | -4.1% |
| 3M | -1.1% | -6.4% | +5.3% | +2.7% |
| 6M | +68.4% | +15.0% | +53.4% | +50.4% |
| YTD | -14.7% | +30.5% | -45.2% | -31.0% |
| 1Y | -42.4% | +35.7% | -78.1% | -55.2% |
| 3Y | +304.5% | +68.4% | +236.1% | +176.4% |
| All | +222.2% | +74.0% | +148.2% | +114.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling