+1,908.0%
STX vs HIMS
+185.3%
+1,722.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.1% | -1.9% |
| 7D | +9.6% | -2.7% | +12.3% | +9.9% |
| 30D | +10.6% | -12.2% | +22.8% | +11.7% |
| 3M | +4.8% | -3.7% | +8.5% | +4.2% |
| 6M | +137.3% | +25.9% | +111.3% | +128.1% |
| YTD | +222.5% | -14.1% | +236.6% | +218.4% |
| 1Y | +366.2% | -41.6% | +407.8% | +373.3% |
| 3Y | +1,352.9% | +327.3% | +1,025.6% | +1,054.5% |
| 5Y | +1,077.4% | +207.9% | +869.5% | +797.1% |
| All | +1,908.0% | +185.3% | +1,722.7% | +1,149.2% |
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 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