+112.3%
HIMS vs STLA
-52.8%
+165.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -3.5% | +12.3% | +10.0% |
| 7D | -21.9% | -11.6% | -10.3% | -18.3% |
| 30D | -32.1% | -6.2% | -25.9% | -30.5% |
| 3M | -31.8% | -24.6% | -7.2% | -25.0% |
| 6M | -28.6% | -44.9% | +16.3% | -13.0% |
| YTD | -35.9% | -62.3% | +26.3% | -12.9% |
| 1Y | -47.6% | -61.8% | +14.2% | -29.4% |
| 3Y | +205.6% | -75.3% | +280.9% | +363.2% |
| 5Y | +170.3% | -72.5% | +242.8% | +278.2% |
| All | +112.3% | -52.8% | +165.1% | +181.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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