+170.3%
HIMS vs STZ
-28.3%
+198.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.0% | +9.7% | +8.9% |
| 7D | -21.9% | -0.9% | -21.0% | -21.9% |
| 30D | -32.1% | +14.9% | -47.0% | -33.5% |
| 3M | -31.8% | +8.4% | -40.2% | -32.7% |
| 6M | -28.6% | +2.8% | -31.4% | -29.2% |
| YTD | -35.9% | +7.5% | -43.4% | -38.3% |
| 1Y | -47.6% | +12.5% | -60.2% | -50.4% |
| 3Y | +205.6% | -35.4% | +241.0% | +248.7% |
| 5Y | +170.3% | -29.3% | +199.6% | +208.5% |
| All | +170.3% | -28.3% | +198.5% | +208.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling