+314.0%
HIMS vs HWM
+330.9%
-16.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.5% | +5.5% | +6.6% |
| 7D | -6.1% | +3.4% | -9.4% | -8.3% |
| 30D | -12.0% | -7.5% | -4.4% | -8.5% |
| 3M | -12.3% | -28.9% | +16.5% | +5.1% |
| 6M | -3.3% | -19.6% | +16.3% | +6.4% |
| YTD | -19.9% | +0.6% | -20.5% | -27.4% |
| 1Y | -37.4% | +0.3% | -37.7% | -43.0% |
| 3Y | +314.0% | +326.1% | -12.1% | +131.6% |
| All | +314.0% | +330.9% | -16.9% | +131.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling