+135.8%
STM vs HIMS
+95.6%
+40.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -16.6% | +17.0% | +2.9% |
| 7D | -7.9% | -25.6% | +17.7% | -4.1% |
| 30D | -14.1% | -38.1% | +24.0% | -8.1% |
| 3M | -17.6% | -39.8% | +22.2% | -12.0% |
| 6M | -24.2% | -32.3% | +8.1% | -21.4% |
| YTD | +73.3% | -41.1% | +114.4% | +79.0% |
| 1Y | +90.1% | -53.4% | +143.5% | +102.8% |
| 3Y | +10.3% | +180.9% | -170.6% | -30.6% |
| 5Y | -5.7% | +138.5% | -144.3% | -44.1% |
| All | +135.8% | +95.6% | +40.2% | -5.4% |
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