+175.1%
STM vs HIMS
+183.3%
-8.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.9% |
| 7D | +5.8% | -3.9% | +9.7% | +6.4% |
| 30D | -1.0% | -12.4% | +11.4% | +0.6% |
| 3M | -33.3% | -1.1% | -32.2% | -33.9% |
| 6M | +57.4% | +68.4% | -11.1% | +41.4% |
| YTD | +102.2% | -14.7% | +116.8% | +98.9% |
| 1Y | +99.6% | -42.4% | +142.0% | +105.7% |
| 3Y | +14.5% | +304.5% | -290.0% | -31.5% |
| 5Y | +21.4% | +237.5% | -216.1% | -31.4% |
| All | +175.1% | +183.3% | -8.2% | +5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling