-21.3%
HIMS vs STT
+15.1%
-36.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +3.2% | -15.0% | -12.9% |
| 7D | -9.1% | +0.9% | -10.0% | -8.8% |
| 30D | -25.8% | -2.3% | -23.5% | -24.9% |
| 3M | -27.4% | -7.0% | -20.4% | -27.6% |
| All | -21.3% | +15.1% | -36.4% | -24.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling