+1,144.9%
STX vs HIMS
+221.2%
+923.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.7% | +4.8% | +6.3% |
| 7D | +10.7% | -0.9% | +11.7% | +10.9% |
| 30D | +11.3% | -10.8% | +22.1% | +12.4% |
| 3M | +3.2% | +3.7% | -0.5% | +1.4% |
| 6M | +157.0% | +79.0% | +78.0% | +133.1% |
| YTD | +229.2% | -13.2% | +242.5% | +223.9% |
| 1Y | +381.8% | -43.3% | +425.1% | +393.2% |
| 3Y | +1,383.2% | +331.4% | +1,051.8% | +915.2% |
| 5Y | +1,144.9% | +230.2% | +914.6% | +688.2% |
| All | +1,144.9% | +221.2% | +923.7% | +688.2% |
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