+46.2%
MSTR vs HIMS
+166.7%
-120.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -11.8% | +9.2% | +1.5% |
| 7D | -4.0% | -9.1% | +5.2% | -0.9% |
| 30D | -18.6% | -25.8% | +7.2% | -9.9% |
| 3M | +25.6% | -27.4% | +53.0% | +39.7% |
| 6M | -33.1% | -18.9% | -14.2% | -30.8% |
| YTD | -17.3% | -29.4% | +12.0% | -14.6% |
| 1Y | -48.1% | -44.1% | -4.0% | -41.7% |
| 3Y | +154.2% | +246.0% | -91.8% | -26.5% |
| 5Y | +46.2% | +177.1% | -130.8% | -68.5% |
| All | +46.2% | +166.7% | -120.5% | -68.5% |
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