+1,037.9%
STX vs HIMS
+95.6%
+942.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -16.6% | +15.7% | +0.9% |
| 7D | -17.3% | -25.6% | +8.3% | -14.9% |
| 30D | -35.9% | -38.1% | +2.2% | -32.8% |
| 3M | -37.3% | -39.8% | +2.5% | -34.3% |
| 6M | -35.8% | -32.3% | -3.5% | -34.0% |
| YTD | +82.7% | -41.1% | +123.8% | +87.3% |
| 1Y | +71.6% | -53.4% | +125.0% | +79.6% |
| 3Y | +635.3% | +180.9% | +454.4% | +509.1% |
| 5Y | +483.8% | +138.5% | +345.2% | +362.3% |
| All | +1,037.9% | +95.6% | +942.3% | +634.6% |
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