+222.2%
HIMS vs STLD
+292.4%
-70.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.2% |
| 7D | -3.9% | +3.1% | -7.1% | -5.2% |
| 30D | -12.4% | -9.0% | -3.5% | -9.5% |
| 3M | -1.1% | -12.4% | +11.3% | +2.9% |
| 6M | +68.4% | +25.5% | +42.9% | +49.5% |
| YTD | -14.7% | +43.6% | -58.3% | -29.0% |
| 1Y | -42.4% | +87.2% | -129.6% | -57.6% |
| 3Y | +304.5% | +135.2% | +169.3% | +170.8% |
| All | +222.2% | +292.4% | -70.2% | +78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling