-42.4%
HIMS vs STRL
+76.3%
-118.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.8% | -6.1% | -1.7% |
| 7D | -3.9% | +3.4% | -7.3% | -4.7% |
| 30D | -12.4% | -9.2% | -3.2% | -10.7% |
| 3M | -1.1% | -51.0% | +50.0% | +13.4% |
| 6M | +68.4% | +15.8% | +52.7% | +44.7% |
| YTD | -14.7% | +58.9% | -73.5% | -39.0% |
| 1Y | -42.4% | +68.5% | -110.9% | -62.9% |
| All | -42.4% | +76.3% | -118.7% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling