+184.7%
HIMS vs STRL
+3,829.8%
-3,645.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.6% |
| 7D | -2.7% | +8.2% | -10.9% | -4.8% |
| 30D | -12.2% | -6.3% | -5.9% | -10.9% |
| 3M | -3.7% | -41.2% | +37.5% | +8.5% |
| 6M | +25.9% | +20.4% | +5.5% | +10.5% |
| YTD | -14.1% | +61.7% | -75.8% | -31.4% |
| 1Y | -41.6% | +72.7% | -114.3% | -54.2% |
| 3Y | +327.3% | +530.9% | -203.7% | +136.8% |
| 5Y | +207.9% | +2,125.4% | -1,917.4% | +33.5% |
| All | +184.7% | +3,829.8% | -3,645.1% | +20.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling