+184.7%
HIMS vs STLA
-39.2%
+223.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.3% |
| 7D | -2.7% | +0.4% | -3.1% | -3.0% |
| 30D | -12.2% | -5.2% | -7.0% | -10.5% |
| 3M | -3.7% | -24.9% | +21.1% | +5.7% |
| 6M | +25.9% | -25.2% | +51.1% | +37.7% |
| YTD | -14.1% | -51.4% | +37.3% | +7.3% |
| 1Y | -41.6% | -40.7% | -0.9% | -33.5% |
| 3Y | +327.3% | -66.3% | +393.5% | +482.4% |
| 5Y | +207.9% | -63.2% | +271.2% | +293.5% |
| All | +184.7% | -39.2% | +223.9% | +247.3% |
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