+331.4%
HIMS vs WAT
+49.0%
+282.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.2% | +2.3% |
| 7D | -0.9% | -0.7% | -0.2% | -0.7% |
| 30D | -10.8% | -1.0% | -9.9% | -10.3% |
| 3M | +3.7% | +10.9% | -7.2% | -0.2% |
| 6M | +79.0% | +33.2% | +45.8% | +58.6% |
| YTD | -13.2% | +6.1% | -19.3% | -15.2% |
| 1Y | -43.3% | +30.2% | -73.5% | -49.2% |
| 3Y | +331.4% | +52.9% | +278.5% | +225.7% |
| All | +331.4% | +49.0% | +282.4% | +225.7% |
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