+309.9%
HIMS vs HWM
+440.4%
-130.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | -3.9% | -2.1% | -1.8% | -3.2% |
| 30D | -12.4% | -11.0% | -1.5% | -6.6% |
| 3M | -1.1% | +4.0% | -5.1% | -4.6% |
| 6M | +68.4% | -0.2% | +68.7% | +65.0% |
| YTD | -14.7% | +26.7% | -41.3% | -31.1% |
| 1Y | -42.4% | +44.7% | -87.1% | -57.9% |
| All | +309.9% | +440.4% | -130.5% | +78.2% |
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 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