+184.7%
HIMS vs W
-25.0%
+209.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -2.7% | +5.9% | -8.6% | -4.0% |
| 30D | -12.2% | -3.0% | -9.1% | -11.6% |
| 3M | -3.7% | +40.3% | -44.1% | -11.2% |
| 6M | +25.9% | +32.2% | -6.3% | +17.1% |
| YTD | -14.1% | -0.3% | -13.8% | -15.9% |
| 1Y | -41.6% | +16.2% | -57.8% | -45.3% |
| 3Y | +327.3% | +40.7% | +286.5% | +258.2% |
| 5Y | +207.9% | -62.3% | +270.3% | +161.8% |
| All | +184.7% | -25.0% | +209.7% | +130.2% |
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