+96.5%
STM vs HIMS
-41.7%
+138.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.7% | -9.8% | -6.6% |
| 7D | -6.0% | -9.1% | +3.1% | -4.7% |
| 30D | -20.9% | -10.1% | -10.8% | -19.8% |
| 3M | -15.8% | -17.1% | +1.4% | -13.8% |
| 6M | -17.0% | -2.2% | -14.8% | -17.6% |
| YTD | +76.8% | -17.9% | +94.7% | +68.0% |
| 1Y | +96.5% | -37.7% | +134.2% | +95.7% |
| All | +96.5% | -41.7% | +138.2% | +95.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling