+184.7%
HIMS vs WAT
+74.5%
+110.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.1% |
| 7D | -2.7% | -1.8% | -0.9% | -2.1% |
| 30D | -12.2% | -1.7% | -10.5% | -11.5% |
| 3M | -3.7% | +9.1% | -12.8% | -6.4% |
| 6M | +25.9% | +32.4% | -6.5% | +13.6% |
| YTD | -14.1% | +6.6% | -20.7% | -16.1% |
| 1Y | -41.6% | +34.7% | -76.3% | -47.7% |
| 3Y | +327.3% | +53.6% | +273.7% | +260.6% |
| 5Y | +207.9% | -4.1% | +212.0% | +175.4% |
| All | +184.7% | +74.5% | +110.2% | +145.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling