+879.6%
MSTR vs HIMS
+183.3%
+696.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +12.2% | -3.9% | +16.1% | +13.5% |
| 30D | +45.2% | -12.4% | +57.6% | +51.4% |
| 3M | +10.4% | -1.1% | +11.5% | +8.0% |
| 6M | -2.5% | +68.4% | -70.9% | -22.9% |
| YTD | -6.0% | -14.7% | +8.6% | -8.5% |
| 1Y | -56.4% | -42.4% | -14.0% | -52.8% |
| 3Y | +306.3% | +304.5% | +1.8% | +51.8% |
| 5Y | +100.5% | +237.5% | -137.0% | -31.2% |
| All | +879.6% | +183.3% | +696.2% | +144.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling