+177.1%
HIMS vs W
-52.3%
+229.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +4.6% | -16.4% | -13.2% |
| 7D | -9.1% | +3.3% | -12.4% | -10.2% |
| 30D | -25.8% | +10.5% | -36.3% | -28.1% |
| 3M | -27.4% | +9.6% | -37.0% | -29.5% |
| 6M | -18.9% | +76.4% | -95.2% | -32.8% |
| YTD | -29.4% | +16.4% | -45.7% | -34.8% |
| 1Y | -44.1% | +9.3% | -53.4% | -47.7% |
| 3Y | +246.0% | +172.8% | +73.2% | +123.7% |
| 5Y | +177.1% | -53.4% | +230.4% | +178.6% |
| All | +177.1% | -52.3% | +229.3% | +178.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling