-45.3%
HIMS vs W
+0.7%
-46.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -24.1% | +0.2% | -24.3% | -24.1% |
| 30D | -28.8% | +6.8% | -35.6% | -30.2% |
| 3M | -31.4% | +10.7% | -42.1% | -33.5% |
| 6M | -18.3% | +86.3% | -104.6% | -32.8% |
| YTD | -39.2% | +11.5% | -50.7% | -44.7% |
| 1Y | -45.3% | +5.1% | -50.4% | -50.0% |
| All | -45.3% | +0.7% | -46.0% | -50.0% |
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 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