+187.4%
HIMS vs STT
+292.5%
-105.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.1% |
| 7D | -0.9% | +2.2% | -3.1% | -1.8% |
| 30D | -10.8% | +3.9% | -14.7% | -12.4% |
| 3M | +3.7% | +19.2% | -15.5% | -3.5% |
| 6M | +79.0% | +60.4% | +18.6% | +48.5% |
| YTD | -13.2% | +51.5% | -64.7% | -26.4% |
| 1Y | -43.3% | +76.3% | -119.5% | -54.3% |
| 3Y | +331.4% | +200.7% | +130.6% | +198.8% |
| 5Y | +230.2% | +157.5% | +72.8% | +132.7% |
| All | +187.4% | +292.5% | -105.0% | +95.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling