+781.9%
MSTR vs HIMS
+180.6%
+601.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.6% |
| 7D | -11.2% | -1.4% | -9.9% | -10.8% |
| 30D | +33.8% | -10.1% | +43.9% | +38.5% |
| 3M | +11.5% | -1.2% | +12.7% | +9.3% |
| 6M | -7.2% | +16.9% | -24.1% | -15.5% |
| YTD | -15.4% | -15.5% | +0.1% | -17.3% |
| 1Y | -60.6% | -42.6% | -18.0% | -57.3% |
| 3Y | +260.8% | +320.2% | -59.4% | +32.8% |
| 5Y | +108.8% | +215.0% | -106.2% | -27.1% |
| All | +781.9% | +180.6% | +601.3% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIMS.
Daily Out/Under-Performance
Portfolio return minus HIMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIMS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded HIMS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling