+181.9%
HIMS vs WAB
+168.8%
+13.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.7% |
| 7D | -24.1% | +5.1% | -29.2% | -27.9% |
| 30D | -28.8% | +4.0% | -32.8% | -31.7% |
| 3M | -31.4% | +0.1% | -31.5% | -32.2% |
| 6M | -18.3% | +12.8% | -31.1% | -28.6% |
| YTD | -39.2% | +40.1% | -79.3% | -59.0% |
| 1Y | -45.3% | +46.4% | -91.6% | -65.1% |
| 3Y | +181.9% | +167.4% | +14.5% | +35.6% |
| All | +181.9% | +168.8% | +13.0% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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