+314.0%
HIMS vs STLD
+105.6%
+208.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.5% | +7.6% | +7.9% |
| 7D | -6.1% | -11.1% | +5.1% | -1.2% |
| 30D | -12.0% | -4.8% | -7.2% | -10.1% |
| 3M | -12.3% | -14.6% | +2.2% | -6.9% |
| 6M | -3.3% | -7.4% | +4.1% | -2.8% |
| YTD | -19.9% | +32.6% | -52.5% | -34.5% |
| 1Y | -37.4% | +47.3% | -84.7% | -51.9% |
| 3Y | +314.0% | +107.5% | +206.5% | +175.4% |
| All | +314.0% | +105.6% | +208.4% | +175.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling