+180.7%
HIMS vs WCC
+646.5%
-465.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.5% | -1.0% |
| 7D | -0.7% | +1.5% | -2.3% | -1.2% |
| 30D | -8.2% | -2.1% | -6.1% | -7.6% |
| 3M | -4.7% | +3.8% | -8.5% | -5.8% |
| 6M | +6.3% | +35.0% | -28.7% | -3.3% |
| YTD | -15.3% | +46.4% | -61.6% | -24.6% |
| 1Y | -46.9% | +63.0% | -109.8% | -54.4% |
| 3Y | +321.3% | +133.9% | +187.3% | +226.4% |
| 5Y | +215.8% | +226.5% | -10.7% | +128.5% |
| All | +180.7% | +646.5% | -465.7% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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