+810.3%
MSTR vs HIMS
+185.3%
+625.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.5% |
| 7D | +7.7% | -2.7% | +10.4% | +8.5% |
| 30D | +36.3% | -12.2% | +48.5% | +42.2% |
| 3M | +13.4% | -3.7% | +17.1% | +12.1% |
| 6M | -4.5% | +25.9% | -30.4% | -15.2% |
| YTD | -12.7% | -14.1% | +1.4% | -15.1% |
| 1Y | -59.6% | -41.6% | -18.0% | -56.4% |
| 3Y | +272.5% | +327.3% | -54.8% | +36.3% |
| 5Y | +107.1% | +207.9% | -100.8% | -27.5% |
| All | +810.3% | +185.3% | +625.0% | +127.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling