+184.7%
HIMS vs STZ
-32.8%
+217.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.0% |
| 7D | -2.7% | -6.0% | +3.3% | -1.8% |
| 30D | -12.2% | -8.9% | -3.3% | -11.0% |
| 3M | -3.7% | -12.6% | +8.8% | -2.1% |
| 6M | +25.9% | -17.2% | +43.1% | +28.9% |
| YTD | -14.1% | -10.0% | -4.0% | -14.2% |
| 1Y | -41.6% | -14.3% | -27.3% | -41.2% |
| 3Y | +327.3% | -49.9% | +377.2% | +387.5% |
| 5Y | +207.9% | -38.2% | +246.2% | +236.8% |
| All | +184.7% | -32.8% | +217.5% | +201.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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