+1,151.5%
STX vs HIMS
+112.8%
+1,038.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +8.8% | +1.2% | +9.0% |
| 7D | -1.0% | -21.9% | +21.0% | +1.4% |
| 30D | -26.8% | -32.1% | +5.3% | -23.9% |
| 3M | -32.7% | -31.8% | -0.9% | -30.3% |
| 6M | -33.7% | -28.6% | -5.2% | -32.3% |
| YTD | +101.0% | -35.9% | +136.9% | +104.2% |
| 1Y | +92.7% | -47.6% | +140.3% | +99.3% |
| 3Y | +708.7% | +205.6% | +503.1% | +564.2% |
| 5Y | +504.0% | +170.3% | +333.7% | +374.6% |
| All | +1,151.5% | +112.8% | +1,038.7% | +701.1% |
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