-42.4%
HIMS vs W
+25.7%
-68.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -1.1% |
| 7D | -3.9% | -4.2% | +0.3% | -2.8% |
| 30D | -12.4% | -7.6% | -4.9% | -10.4% |
| 3M | -1.1% | +37.2% | -38.2% | -10.0% |
| 6M | +68.4% | +26.3% | +42.1% | +54.9% |
| YTD | -14.7% | -1.0% | -13.7% | -18.6% |
| 1Y | -42.4% | +20.1% | -62.5% | -48.1% |
| All | -42.4% | +25.7% | -68.1% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling