+165.3%
HIMS vs HST
+91.3%
+74.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | 0.0% | +8.1% | +8.1% |
| 7D | -6.1% | -2.7% | -3.4% | -5.0% |
| 30D | -12.0% | +10.7% | -22.7% | -14.9% |
| 3M | -12.3% | +6.3% | -18.6% | -14.0% |
| 6M | -3.3% | +19.0% | -22.2% | -9.1% |
| YTD | -19.9% | +47.0% | -67.0% | -30.3% |
| 1Y | -37.4% | +53.4% | -90.8% | -46.4% |
| 3Y | +314.0% | +78.0% | +236.0% | +243.2% |
| 5Y | +212.1% | +71.7% | +140.4% | +160.1% |
| All | +165.3% | +91.3% | +74.0% | +118.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling