+141.5%
HIMS vs STLD
+274.1%
-132.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +1.2% |
| 7D | -24.1% | +2.9% | -27.0% | -25.3% |
| 30D | -28.8% | -5.6% | -23.3% | -27.5% |
| 3M | -31.4% | -11.7% | -19.7% | -28.9% |
| 6M | -18.3% | -2.8% | -15.5% | -19.6% |
| YTD | -39.2% | +36.4% | -75.7% | -48.8% |
| 1Y | -45.3% | +50.0% | -95.3% | -55.9% |
| 3Y | +181.9% | +122.3% | +59.5% | +92.1% |
| All | +141.5% | +274.1% | -132.6% | +35.0% |
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