+182.8%
HIMS vs STZ
-29.2%
+211.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -3.9% | -1.9% | -2.0% | -3.6% |
| 30D | -12.4% | -1.9% | -10.6% | -12.3% |
| 3M | -1.1% | -6.2% | +5.2% | -0.5% |
| 6M | +68.4% | -14.0% | +82.5% | +71.8% |
| YTD | -14.7% | -5.1% | -9.5% | -15.5% |
| 1Y | -42.4% | -9.6% | -32.8% | -42.5% |
| 3Y | +304.5% | -47.2% | +351.8% | +358.0% |
| 5Y | +237.5% | -33.6% | +271.1% | +265.0% |
| All | +182.8% | -29.2% | +211.9% | +197.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling