+101.3%
HIMS vs HWM
+988.9%
-887.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.8% | -5.1% |
| 7D | -18.0% | +11.1% | -29.1% | -21.2% |
| 30D | -33.6% | +3.0% | -36.6% | -34.8% |
| 3M | -34.2% | -20.7% | -13.4% | -29.7% |
| 6M | -21.2% | -17.2% | -4.0% | -17.1% |
| YTD | -39.2% | +9.1% | -48.3% | -42.9% |
| 1Y | -49.4% | +9.0% | -58.5% | -52.4% |
| 3Y | +189.7% | +353.8% | -164.1% | +82.1% |
| 5Y | +166.6% | +608.0% | -441.4% | +52.4% |
| All | +101.3% | +988.9% | -887.5% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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