+184.7%
HIMS vs STT
+292.5%
-107.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.7% | +1.0% | -3.7% | -3.1% |
| 30D | -12.2% | +2.8% | -15.0% | -13.4% |
| 3M | -3.7% | +18.1% | -21.9% | -10.1% |
| 6M | +25.9% | +59.2% | -33.3% | +4.7% |
| YTD | -14.1% | +51.5% | -65.5% | -27.1% |
| 1Y | -41.6% | +75.7% | -117.3% | -52.9% |
| 3Y | +327.3% | +200.8% | +126.5% | +195.9% |
| 5Y | +207.9% | +155.8% | +52.2% | +117.1% |
| All | +184.7% | +292.5% | -107.8% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded STT 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling