+22.5%
STM vs HIMS
+221.2%
-198.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.8% |
| 7D | +5.2% | -0.9% | +6.2% | +5.3% |
| 30D | -7.4% | -10.8% | +3.5% | -6.0% |
| 3M | -30.6% | +3.7% | -34.3% | -31.9% |
| 6M | +66.4% | +79.0% | -12.6% | +47.3% |
| YTD | +101.1% | -13.2% | +114.4% | +97.2% |
| 1Y | +97.4% | -43.3% | +140.6% | +104.4% |
| 3Y | +21.1% | +331.4% | -310.3% | -36.6% |
| 5Y | +22.5% | +230.2% | -207.8% | -41.2% |
| All | +22.5% | +221.2% | -198.7% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling