+182.8%
HIMS vs W
-25.5%
+208.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -1.0% |
| 7D | -3.9% | -4.2% | +0.3% | -3.1% |
| 30D | -12.4% | -7.6% | -4.9% | -10.9% |
| 3M | -1.1% | +37.2% | -38.2% | -8.2% |
| 6M | +68.4% | +26.3% | +42.1% | +58.2% |
| YTD | -14.7% | -1.0% | -13.7% | -16.3% |
| 1Y | -42.4% | +20.1% | -62.5% | -46.5% |
| 3Y | +304.5% | +37.8% | +266.7% | +240.4% |
| 5Y | +237.5% | -63.7% | +301.2% | +187.7% |
| All | +182.8% | -25.5% | +208.3% | +129.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling