+180.7%
HIMS vs WBD
-0.6%
+181.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.4% |
| 7D | -0.7% | -0.7% | 0.0% | -0.5% |
| 30D | -8.2% | +1.4% | -9.6% | -8.6% |
| 3M | -4.7% | +4.4% | -9.1% | -6.1% |
| 6M | +6.3% | +0.8% | +5.5% | +5.9% |
| YTD | -15.3% | -2.7% | -12.6% | -14.9% |
| 1Y | -46.9% | +73.4% | -120.3% | -54.7% |
| 3Y | +321.3% | +142.1% | +179.1% | +216.5% |
| 5Y | +215.8% | +7.2% | +208.6% | +161.4% |
| All | +180.7% | -0.6% | +181.3% | +124.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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