+113.8%
MSTR vs HIMS
+221.2%
-107.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.1% | -5.0% |
| 7D | +9.3% | -0.9% | +10.3% | +9.4% |
| 30D | +36.5% | -10.8% | +47.3% | +42.0% |
| 3M | +7.3% | +3.7% | +3.6% | +2.9% |
| 6M | +2.2% | +79.0% | -76.7% | -22.6% |
| YTD | -10.2% | -13.2% | +3.1% | -13.3% |
| 1Y | -58.6% | -43.3% | -15.4% | -54.7% |
| 3Y | +283.2% | +331.4% | -48.2% | +5.2% |
| 5Y | +113.8% | +230.2% | -116.5% | -50.7% |
| All | +113.8% | +221.2% | -107.4% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling