+246.0%
HIMS vs W
+151.3%
+94.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +4.6% | -16.4% | -13.4% |
| 7D | -9.1% | +3.3% | -12.4% | -10.4% |
| 30D | -25.8% | +10.5% | -36.3% | -28.4% |
| 3M | -27.4% | +9.6% | -37.0% | -29.8% |
| 6M | -18.9% | +76.4% | -95.2% | -34.5% |
| YTD | -29.4% | +16.4% | -45.7% | -35.5% |
| 1Y | -44.1% | +9.3% | -53.4% | -48.2% |
| 3Y | +246.0% | +172.8% | +73.2% | +111.3% |
| All | +246.0% | +151.3% | +94.7% | +111.3% |
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