+180.0%
HIMS vs WAT
+73.2%
+106.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.4% |
| 7D | -1.4% | -2.9% | +1.5% | -0.3% |
| 30D | -10.1% | -3.2% | -6.8% | -8.8% |
| 3M | -1.2% | +10.6% | -11.8% | -4.4% |
| 6M | +16.9% | +34.0% | -17.1% | +5.1% |
| YTD | -15.5% | +5.7% | -21.2% | -17.2% |
| 1Y | -42.6% | +37.1% | -79.6% | -48.8% |
| 3Y | +320.2% | +52.4% | +267.8% | +255.7% |
| 5Y | +215.0% | -4.4% | +219.5% | +182.6% |
| All | +180.0% | +73.2% | +106.8% | +141.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WAT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling