+182.8%
HIMS vs STT
+297.3%
-114.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -3.9% | +0.5% | -4.4% | -4.1% |
| 30D | -12.4% | +3.9% | -16.3% | -14.0% |
| 3M | -1.1% | +20.0% | -21.0% | -8.2% |
| 6M | +68.4% | +55.3% | +13.1% | +41.5% |
| YTD | -14.7% | +53.3% | -68.0% | -28.0% |
| 1Y | -42.4% | +74.7% | -117.1% | -53.5% |
| 3Y | +304.5% | +205.8% | +98.7% | +178.5% |
| 5Y | +237.5% | +145.0% | +92.5% | +138.1% |
| All | +182.8% | +297.3% | -114.6% | +91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling