-15.7%
STM vs HIMS
+211.8%
-227.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +8.1% | -3.6% | +3.1% |
| 7D | -10.7% | -6.1% | -4.7% | -9.9% |
| 30D | -25.7% | -12.0% | -13.8% | -24.3% |
| 3M | -21.6% | -12.3% | -9.2% | -20.4% |
| 6M | -27.8% | -3.3% | -24.5% | -28.7% |
| YTD | +61.8% | -19.9% | +81.7% | +60.2% |
| 1Y | +78.1% | -37.4% | +115.5% | +82.9% |
| 3Y | +4.9% | +314.0% | -309.1% | -45.2% |
| All | -15.7% | +211.8% | -227.5% | -61.2% |
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