+165.3%
HIMS vs STLD
+692.5%
-527.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.5% | +7.6% | +7.9% |
| 7D | -6.1% | -11.1% | +5.1% | -3.1% |
| 30D | -12.0% | -4.8% | -7.2% | -10.8% |
| 3M | -12.3% | -14.6% | +2.2% | -9.1% |
| 6M | -3.3% | -7.4% | +4.1% | -2.5% |
| YTD | -19.9% | +32.6% | -52.5% | -27.3% |
| 1Y | -37.4% | +47.3% | -84.7% | -44.8% |
| 3Y | +314.0% | +107.5% | +206.5% | +235.4% |
| 5Y | +212.1% | +268.8% | -56.7% | +129.4% |
| All | +165.3% | +692.5% | -527.2% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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