+187.4%
HIMS vs HWM
+1,029.2%
-841.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -10.7% | +12.4% | +5.5% |
| 7D | -0.9% | -9.2% | +8.2% | +2.1% |
| 30D | -10.8% | -17.9% | +7.0% | -5.1% |
| 3M | +3.7% | -6.0% | +9.7% | +5.3% |
| 6M | +79.0% | -7.4% | +86.3% | +81.6% |
| YTD | -13.2% | +13.1% | -26.3% | -18.8% |
| 1Y | -43.3% | +29.3% | -72.6% | -49.3% |
| 3Y | +331.4% | +389.9% | -58.5% | +167.0% |
| 5Y | +230.2% | +655.5% | -425.3% | +87.3% |
| All | +187.4% | +1,029.2% | -841.7% | +59.6% |
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