+112.3%
HIMS vs W
-14.3%
+126.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.7% | +7.1% | +8.4% |
| 7D | -21.9% | -7.4% | -14.6% | -20.5% |
| 30D | -32.1% | +7.8% | -39.9% | -33.1% |
| 3M | -31.8% | +10.9% | -42.7% | -33.2% |
| 6M | -28.6% | +86.4% | -115.0% | -38.1% |
| YTD | -35.9% | +14.0% | -49.9% | -39.0% |
| 1Y | -47.6% | +3.5% | -51.2% | -49.3% |
| 3Y | +205.6% | +164.8% | +40.8% | +130.3% |
| 5Y | +170.3% | -53.1% | +223.4% | +122.6% |
| All | +112.3% | -14.3% | +126.7% | +67.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling