+331.4%
HIMS vs STRL
+531.3%
-199.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.6% | +0.6% |
| 7D | -0.9% | +10.1% | -11.1% | -4.0% |
| 30D | -10.8% | -8.2% | -2.6% | -8.7% |
| 3M | +3.7% | -43.7% | +47.4% | +21.3% |
| 6M | +79.0% | +27.1% | +51.9% | +44.5% |
| YTD | -13.2% | +64.0% | -77.2% | -38.7% |
| 1Y | -43.3% | +75.2% | -118.4% | -61.3% |
| 3Y | +331.4% | +539.9% | -208.5% | +63.8% |
| All | +331.4% | +531.3% | -199.9% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling