+1,136.6%
STX vs HIMS
+101.7%
+1,034.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.2% | +4.0% | -0.6% |
| 7D | +16.8% | -18.0% | +34.8% | +18.8% |
| 30D | -27.0% | -33.6% | +6.5% | -24.0% |
| 3M | -37.9% | -34.2% | -3.7% | -35.4% |
| 6M | -32.5% | -21.2% | -11.3% | -31.6% |
| YTD | +98.6% | -39.2% | +137.8% | +102.9% |
| 1Y | +93.6% | -49.4% | +143.0% | +101.0% |
| 3Y | +699.1% | +189.7% | +509.3% | +560.0% |
| 5Y | +481.0% | +166.6% | +314.4% | +359.4% |
| All | +1,136.6% | +101.7% | +1,034.9% | +696.0% |
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