+331.4%
HIMS vs W
+44.2%
+287.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.1% | +1.5% |
| 7D | -0.9% | +6.5% | -7.4% | -3.1% |
| 30D | -10.8% | -6.2% | -4.6% | -8.9% |
| 3M | +3.7% | +48.9% | -45.2% | -10.5% |
| 6M | +79.0% | +31.2% | +47.8% | +59.7% |
| YTD | -13.2% | -0.4% | -12.8% | -16.4% |
| 1Y | -43.3% | +14.8% | -58.1% | -49.0% |
| 3Y | +331.4% | +40.5% | +290.9% | +194.9% |
| All | +331.4% | +44.2% | +287.2% | +194.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling