+182.8%
HIMS vs HST
+69.8%
+112.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -3.9% | -1.0% | -2.9% | -3.6% |
| 30D | -12.4% | -12.3% | -0.2% | -8.4% |
| 3M | -1.1% | -6.4% | +5.3% | +0.9% |
| 6M | +68.4% | +15.0% | +53.4% | +59.8% |
| YTD | -14.7% | +30.5% | -45.2% | -22.7% |
| 1Y | -42.4% | +35.7% | -78.1% | -48.7% |
| 3Y | +304.5% | +68.4% | +236.1% | +243.5% |
| 5Y | +237.5% | +73.1% | +164.4% | +189.9% |
| All | +182.8% | +69.8% | +112.9% | +142.1% |
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