+181.9%
HIMS vs WAT
+83.1%
+98.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.8% | -3.3% | -4.4% |
| 7D | -18.0% | +2.0% | -20.0% | -18.9% |
| 30D | -33.6% | +7.7% | -41.3% | -35.5% |
| 3M | -34.2% | +11.1% | -45.2% | -36.8% |
| 6M | -21.2% | +31.2% | -52.4% | -29.1% |
| YTD | -39.2% | +21.7% | -60.9% | -43.7% |
| 1Y | -49.4% | +19.3% | -68.8% | -52.9% |
| All | +181.9% | +83.1% | +98.7% | +121.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling