+171.5%
STM vs HIMS
+185.3%
-13.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | +1.7% | -2.7% | +4.4% | +2.1% |
| 30D | -5.2% | -12.2% | +7.0% | -3.6% |
| 3M | -29.6% | -3.7% | -25.9% | -30.0% |
| 6M | +54.4% | +25.9% | +28.5% | +45.8% |
| YTD | +99.5% | -14.1% | +113.6% | +96.0% |
| 1Y | +100.8% | -41.6% | +142.4% | +106.5% |
| 3Y | +20.2% | +327.3% | -307.1% | -28.9% |
| 5Y | +21.1% | +207.9% | -186.8% | -30.8% |
| All | +171.5% | +185.3% | -13.8% | +3.6% |
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