+246.0%
HIMS vs STRL
+337.2%
-91.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +15.0% | -26.7% | -16.4% |
| 7D | -9.1% | -13.3% | +4.2% | -7.0% |
| 30D | -25.8% | -43.3% | +17.5% | -12.8% |
| 3M | -27.4% | -46.9% | +19.5% | -13.8% |
| 6M | -18.9% | -65.6% | +46.7% | +8.5% |
| YTD | -29.4% | -5.1% | -24.3% | -44.3% |
| 1Y | -44.1% | -23.1% | -21.0% | -51.3% |
| 3Y | +246.0% | +346.8% | -100.8% | +16.0% |
| All | +246.0% | +337.2% | -91.2% | +16.0% |
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