+146.5%
STM vs HIMS
+101.7%
+44.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +12.0% | -24.1% | +36.1% | +16.2% |
| 30D | -0.4% | -28.8% | +28.5% | +4.3% |
| 3M | -13.2% | -31.4% | +18.2% | -9.1% |
| 6M | -26.1% | -18.3% | -7.8% | -25.3% |
| YTD | +81.2% | -39.2% | +120.4% | +86.1% |
| 1Y | +98.3% | -45.3% | +143.6% | +106.4% |
| 3Y | +16.7% | +181.9% | -165.1% | -26.5% |
| 5Y | -4.8% | +166.6% | -171.5% | -44.4% |
| All | +146.5% | +101.7% | +44.8% | -1.6% |
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