+230.2%
HIMS vs STLA
-62.5%
+292.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.7% | +3.0% |
| 7D | -0.9% | +0.7% | -1.7% | -1.5% |
| 30D | -10.8% | -2.4% | -8.5% | -9.9% |
| 3M | +3.7% | -23.9% | +27.6% | +15.9% |
| 6M | +79.0% | -24.6% | +103.6% | +98.9% |
| YTD | -13.2% | -50.5% | +37.3% | +14.1% |
| 1Y | -43.3% | -39.8% | -3.4% | -34.2% |
| 3Y | +331.4% | -65.6% | +397.0% | +533.3% |
| 5Y | +230.2% | -62.1% | +292.3% | +337.0% |
| All | +230.2% | -62.5% | +292.8% | +337.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling